England’s former top scorer, who became Argyle’s head coach in May, saw his team struggle to create opportunities while the hosts secured a comfortable victory.
Having dominated the first half, the hosts took a well-deserved lead into the break when debutant Jamal Lowe finished a cross from close range after some excellent build-up play.
Lowe then set up the Owls’ second goal by heading Djeidi Gassama’s cross against Brendan Galloway, resulting in an own goal, as the hosts continued to control the match.
Josh Windass added a third goal with a powerful strike from six yards out after Anthony Musaba pulled the ball back from the byline.
Substitute Michael Smith completed the rout in the sixth minute of stoppage time with a close-range finish from a cross.
Danny Rohl’s team could have easily scored two or three more times, as Argyle failed to record a meaningful shot on target.