Head over to https://www.plex.tv/media-server-downloads/ select Linux as the operating system and click Choose Distribution

I selected the AMD64 version for Debian 8+ (tested working on Debian 11)

After download open terminal and change directory to your downloads (or wherever you downloaded the file)

cd ~/Downloads

Next run this command to install Plex Media Server (change the filename to match yours)

sudo dpkg -i plexmediaserver_1.16.5.1488-deeb86e7f_amd64.deb

You can then use this command to verify it is installed

systemctl status plexmediaserver