Login to Plesk using your credentials

Click Websites & Domains In the left sidebar

Click DNS Settings

Click Add Record.

In the Record type list box, select the type of record you want to create. In this case, select MX

Enter your mail domain(optional) and the mail exchange server

Choose the priority starting from 0 which is the highest.

Click OK. Plesk creates the DNS record, but does not activate it.

Click Update. Plesk activates the new record.