When you use Plex Media Server in server such as VPS or dedicated server, you need to claim it in server network. You can do that using SSH Tunnel. Here's how:

1.  Open CMD/Terminal
2.  Use ssh command:
   

   $ ssh -L 32400:localhost:32400 hostname_or_IP

3.  Login with your credential
   
4.  Open your favorite browser
5.  Visit http://localhost:32400 
6.  Login with your plex account