I run Plex extensively on all my firesticks. Great for instant access to my own media in a holiday cottage or something. Just works. I have a firestick with Plex on it upstairs plugged into a projector, for example.
But yes, you do have to have a pc acting as a media server, and set it up appropriately. The VLC type things just need access to any old folder with playable content in.
Except when they don't work as expected, of course.
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