If you're trying to add MS SQL Web or Standard to your server, you must change your installation to allow both Windows and SQL authentication because Plesk cannot use Windows authentication to read SQL Server.
While logged into your server with Remote Desktop, open SQL Server Management Studio.
Connect to your SQL Server using your Remote Desktop credentials. These will be pre-loaded by default.
On the left-hand side, right-click your server name, and click Properties.
Select Security from the left-hand menu.
Select the radio button for SQL Server and Windows Authentication mode.
Click OK. You will get a message saying that the service must be restarted.