[WLUG] PLEX

I played around with the PLEX "app" the other day, I downloaded it from the Ubuntu Software Center, and a PLEX app onto my Roku. I had a movie file that I placed in a designated folder and could easily watch it on the TV through Roku.  I seems like a very slick (works well, easy to use) system. My question to you all is, can anyone tell me about the privacy factors?  Looking on line gives me conflicting information.  Does running PLEX on my PC give that company potential access to anything on my PC? Ron