Now, that Apple Plex has released official Plex app. customers an Apple TV App Store and Xcode to developers,
To run Plex (Player) on Apple TV 4 you need to have the latest Plex Media Server running on a Mac, PC, Linux, FreeBSD or a NAS that can transcode. More info can be found on Plex Support.
Here is my video showing the new Apple TV app with Plex running on a NAS.
You can find more videos on my AskUncleDave.
Note that DRM-protected content (such as video from the iTunes store), disc images, and VIDEO_TS folders are not supported in Plex for Apple TV.Plex app is free in the Apple TV App Store.i uploaded a video showing the new Apple TV App with Plex Server running on a NAS