This is a very unusual word. I know lots of words, but I had never heard of this one! I checked it in a dictionary and, among other definitions, found this: "an air-filled space in a structure".
Here's another definition:
"In building construction, a plenum (pronounced PLEH-nuhm, from Latin meaning full) is a separate space provided for air circulation for heating, ventilation, and air-conditioning (sometimes referred to as HVAC) and typically provided in the space between the structural ceiling and a drop-down ceiling"
The light plenum seems to be a special architectural feature of this gallery. There's a space incorporated into the building, which catches and distributes the light.