recommended NAS build/setup

Hey guys! I have been using a Synology NAS for I think a year now but only for a media storage so I could break free from all the cloud storage fees. I decided that I basically only want to pay for Spotify and maybe some other streaming service that I like. I read some stuff about Streamio, Plex and Jellyfin but I have no idea how does it work on a NAS… Can someone help me with how I should set up my NAS with I guess VPN and other software I mentioned? Or maybe something completely different I do not know about? Any help is appreciated!