Well this isn't what I expected to see today bit Im goddamn glad I did.

How? i just downloaded but cant find the option

Fair enough. I host it myself for my wife.

I can write the 5 minute guide out for you in this comment. Im assuming windows. And yeah the machine has to be on. Although you could just run it off your main machine, especially if its just audiobooks.

Make a plex account Download and run the latest version of PMS (plex media server) and follow the gui to create your media folders

Now if you only want to access the media within your home, you're done. Grab the apps for each device and be on your way. If you want to access out of your home theres one more step. Port forwarding. Thats done within your router and is different for each one but basically boils down to this.

Find setting. Create port forward entry for whichever ip is hosting plex. Port forward 32400 on tcp/udp Done.

Im explaining it in short bullet point lines because it should be that easy.

Setting up a plex server takes less than 5 minutes and audiobooks are less than 100mb most of the time. So not really. Setting up audiobookshelf takes a bit more time if you don't already have docker installed/setup on windows but even then. An hour maybe? At most?

Why not just grab and put them on your phone or host them in a server?

Yeah. Buy it directly from the artist then throw it all into a self hosted service like plex or jellyfin.