Once in Plesk you are going to have to add a client before you can add a domain. Choose add client and

then fill in all the information in here and then you will be able to add the client

You can now Create a Domain. By choosing the create domain button once you have created the domain you will be taken to this screen

Here is where can choose to forward the website some where else. Host the the site on the server or not host at this time. The Login and password that you choose here will be the credentials you FTP into the server with. Also here is where you choose to put in the www.domain.com DNS record by choosing the checkbox in front of the domain name and the IP the domain is run after. You can revisit this screen by going to domain in a drop down menu, after the domain is created.