There are a few reasons this could happen:
a) You pointed the domain to an invalid IP address. Make sure the IP address you used to point your domain is the correct one.
b) Make sure the www option is enabled under the Domain Administrator section of the domain in the Plesk control panel.
c) Sometimes Plesk does not properly setup the www ServerAlias for the domain. If you login with the main client account, you have the option to suspend the domain. If you suspend the domain and then re-enable it right away, it forces the reconfiguration of the domain and should fix this issue.
If none of these work, please open a ticket to request our help.