I think you’re possibly mixing together the Sonos Library and the Plex library in your opening post here, both are indexed entirely separately, even if the two services maybe pointing towards the same set of library folders.
To index the Sonos library and see your folders in the Sonos ‘Music Library’ you goto ‘Settings/System/Music Library’
To index the Plex library and see your folders in the ‘Plex’ music service in the Sonos App you need to index the folders in the Plex App and you will see the folders by going into Plex service in the Sonos App, but note there is no folder structure-view in Plex - you can browse by Playlists, Artists, Albums, or Recently Played/Added music mostly (see screenshot attached).