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
Reference:
https://www.linuxbabe.com/debian/install-plex-media-server-debian-10-buster