Self hosting means the server is run by you on your home network. Its kinda bizar not to know this as a Plex user?
Are we talking about the same Plex to watch media?
A good way of knowing who is hosting is looking where the media files are coming from.
Stored on your own pc, nass or server: you are self hosting.
You connected to a url/ip adress a friend gave you. Someone else, maybe your friend is hosting for you.
Jellyfin is Plex but Foss (free open source), which instantly makes it superior in my book. Highly recommend those who have yet to pick.
Any app that runs within your browser is technically selfhosting. Its not just run on pc but accessible by all devices connected to your home network.
You may assume that self hosting exposes to the internet ,which is the intended use case, but unless you portforward the ports it all remains local and safe.