Finally I solved.

What I did was the following: 
- I activated support for multiple remotes on RB. 
- Identify the ID of the remote that sends the command (Power) to start Plex. 
- I created only for this remote a "logical remote" that called "2" (I have then two "logical remote": Apple Remote and 2) 
- In Mapping-Global Mapping and Mapping-Plex I assigned all the buttons of logical remote 2 to the virtual remote. 
- Apple Remote already had assigned in Mapping-Plex all buttons to the virtual remote.

And ......

IT WORKS. When Plex is open, the command Power closes Plex (it worked before yet) and when Plex is closed the command Power, sent by the Harmony set as Plex Device, opens Plex and changes of activity within the Harmony easily.

Regards.