Plex is perfectly legal whenever you're streaming from their server or whenever you upload personal media that was acquired and reproduced legally. On the other hand, the user can put illegally obtained content on their personal media server.
Plex does provide free, ad-supported streaming of thousands of movies and TV shows. ... However, Plex tv link does not provide paid, on-demand streaming in the same way that Netflix, Hulu, CBS All Access, or similar do. Nor does Plex provide live TV streams to you in the same way YouTube TV, Sling TV, or the like do.