during setup, when on the Media Library step you should be able to add any library you want and set the path for it. It's been a while since I went through setup. but you can skip all that, and once plex loads up go to settings.
- Scroll down on the left to Manage > Libraries
- delete any Discover or any annoying streaming library
- click Add Library
- just go through the wizard. It should let you pick your path