It does via USB. Or you can install the Plex channel and server and do it that way.
As an aside, I LOVE the Roku 3. It improves in so many ways. The wife wanted a TV in her sewing room so I saw it as an opportunity and picked up a Roku 3 for $81 shipped and gave her the Roku 2 XS we had.
It is quicker to navigate. Videos local and streaming load almost instantly. I always thought the delay was just the internet connection, but apparently the 2XS just takes that long to buffer. The UI isn't really different so if you don't like it, don't expect much improvement there.
The remote is the same as the 2XS, but it is wifi rather than bluetooth. I have found that the headphone jack on the new remote is actually a very nice feature which I didn't think we'd actually use, but use all the time.
All in all it is an improvement in many ways, except the UI. I don't mind the UI so it wasn't an issue for me. It was worth the upgrade as it performs better overall.