Once you have logged into your Plesk Control Panel and click onto the "Websites & Domains" tab, you will see a "Databases" icon.
On this screen you will be able to create a new database by clicking onto the "Add New Database" icon.
Enter the database name and click onto "Create".
You must now assign a database user to this database so your programs can access it.
You can now manage the database or database users by clicking onto the under the "Databases" section.