Databases are created from inside your Plesk control panel.
The Databases section has an Add new database button
You can choose between adding an MSSQL or MySQL database using the Type drop down menu.
Enter the database name and database username and password into the required fields and click the OK button to complete.
Note that the database server hosting name is displayed in the Database Server field.
Wait until the confirmation of the creation of the database is displayed.
The new database will show with a link to the Webadmin database management control panel.