To add database to your Plesk, first open "Databases" in the left menu:
Then, click "Add Database". If this is your first database, page will look like this:
Next, enter a database name and, if needed, select a related site. If multiple database servers are available, choose which one to use. Also, create a database user by setting a username and password; without it, the database cannot be accessed.
If needed, enable “User has access to all databases within the selected subscription”. It means that this one database user account will be able to access every database created under that specific subscription, not just a single database.
Also, select access control:
Allow local connections only
Allow remote connections from any host
Allow remote connections from
This controls whether the user is allowed to connect to the database remotely.
Click "Create Database" to finish.