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.
It’s still on AliExpress - https://a.aliexpress.com/_mr336WK
Well it looks like they only have transparent purple left