To provide your customers with capabilities to run their own mailing lists or newsletters, you should install the GNU Mailman package on your server (you could have done so during installation of Plesk), and set up the mailing list administrator's account—otherwise it will not work.
To set up the mailing list administrator's account from your control panel:
Once you have set up the Mailman administrator's account, you can configure the mailing list software or change your administrative login and password by visiting the URL: http://lists.yourservername.tld/mailman/admin/mailman
Note: After you have set up Mailman administrator's account, the Set Up Mailman icon will be no longer be accessible from the control panel.