You can generate the CSR and Private Key in Plesk itself by following the steps listed below, after that is done you will follow the second set of steps to upload the SSL and CA bundle provided to you from your SSL provider.
For Plesk 11.5
How to request a CSR in Plesk
1. Log into your Plesk control panel.
2. Click on “Domains” on the left hand side.
3. Find the domain in the list you wish to generate the CSR for, then click on “Manage Hosting” on the right hand side of the domain.
4. Click on the domain name in big bolded letters ( it should say “Hosting Settings” right next to the place you want to click).
5. Click on “Secure Your Sites”.
6. Click the “Add SSL Certificate” button.
7. Once there, fill out the information for “Certificate Name” (typically this is the name of the domain and the year/month the SSL has been issued, so that it makes it easier to figure out when the SSL will need to be renewed and how long it is good for) and under “Settings” (This would be your company’s information).
8. Once that is all filled out, click the “Request” button, this will generate the CSR and private key for that specific domain.
9. After the CSR is generated it should appear underneath the text boxes that you can use to upload a certificate, you will copy all of this and provide it to the SSL provider.
How to install a SSL Certificate in Plesk.
1. Log into your Plesk control panel.
2. Click on “Domains” on the left hand side.
3. Find the domain in the list you wish to install the SSL for, then click “Manage Hosting” on the right hand side of the domain.
4. Click on your domain name that you are trying to generate the CSR for, it will be in larger bolder letters with “Hosting Settings” right next to it, however you will want to click on the domain name itself.
5. Click on “Secure Your Sites”.
6. Find the SSL in the list that you added to generate the CSR so that you could get the SSL.
7. Once there, either upload the certificate documents that the SSL provider has given you, or if you have the text (which you can get by opening the files provided to you in a text editor) you can copy and paste them into the text boxes. After doing so you would either click “Send Text” or “Send File”.
8. Next you will need to ensure the new SSL is active for the domain, you will go back to click on the domain name in big bolded letters ( it should say “Hosting Settings” right next to the place you want to click), and click the “Hosting Settings” that were next to the domain.
9. On this page towards the middle of it you should see a “Security” section, if the “SSL Support” box is not checked you will need to check here, and then from the certificate dropdown menu you would select the new SSL that you uploaded and then select “OK” at the bottom of the page.
For Plesk Onyx:
Or follow these plesk articles:
What you would want to do is first generate a CSR in Plesk and provide that to your SSL provider. To do that you would follow this article first:
https://support.plesk.com/hc/en-us/articles/213939845-How-to-generate-certificate-signing-request-CSR-for-a-domain-in-Plesk
Then they would give you the SSL to install on the server. For that you follow this article:
https://support.plesk.com/hc/en-us/articles/213946825-How-to-install-SSL-certificate-for-a-domain-in-Plesk