Where to start in server setup and configuring as a noob?

[Wiktor]

Hello, I recently wanted to expand my home with a server that is available in the whole house, but I am a complete noob. I purchased an HP elite desk 800 g1 with an i5 4590 and 8TB of HDD space and 8GB of ram. I want this server to do numerous things:

• NAS
  • Make the 8TB of space available on every computer at home and easily transfer files to and from, easy to see in windows explorer. Maybe even on android/ios phones.
• Plex/Movie server
  • Split the disks into volumes and make the one volume discoverable for all smart TVs and Apple TVs where I can play movies from my server with just a few clicks on my tv.
• Back up my Pc from time to time automatically.
• Make the whole server very secure, and prevent attackers from open internet access to my files and personal things. I don't want the server to be accessible outside of my private network.
• Use a VPN on it and torrent files to it and when done transfer them to my PC.
• Use the server without a screen, connect to it and see the screen from my pc/control it remotely.

My internet is quite slow, at 30 Mbps. But the server will be connected with ethernet directly to my router, also my main pc is connected directly to the router with ethernet, how will the transfer speed look like? Will the router limit the transfer speed or the HDDs? Sorry for any grammatical errors as English is not my main language, hope you can help me out!