Just a heads up that you probably shouldn't install games/software from usenet. Pretty much anyone can upload anything they want to an indexer, and it's usually the same thing that gets mirrored to other indexers as well. For movies/tv this generally doesn't end up to be a problem but for anything you execute it could be dangerous
For software I recommend you sign up to m0nkrus and for games you can either be safe with fitgirl-repacks.site or find a way into GazelleGames
You would still need a server to host your Plex. Usenet is just the source of your files. You would use a downloader like SABnzbd to download and unpack your files. You can then point Plex to those files if you wanna access them on your Plex.
The only thing that changes when you switch from torrent to usenet is how the files are downloaded. The same way you can torrent at home, you can also download from usenet at home. It's just that if you have a server, you can offload all the downloading and unpacking to the server, and you can also use Plex to share it with your friends, etc.