You have to keep on the computer that is running jellyfin/plex server. Then as long as the server is running and everything is set up, you can access all of your own songs and playlists from the android app.
There are a ton of tutorials out there for setting up jellyfin or plex.
I’ve tried a couple different KDE distros and settled on Fedora 40 KDE spin. It seems to be the most complete KDE experience without all of the Canonical/snap bloat. It works great on my Thinkpad. Also runs decent on my gaming desktop using the latest Nvidia beta driver - I used to get stutters and artifacts in games/steam/plex and now with the beta driver those apps run fine