Login to the Plesk Control Panel to set permission on web folder & file.
Click on Websites & Domains tab.
Click on File Manager link.
Click on any folder to navigate files and folders in it.
Select any folder and click on Lock symbol for that folder.
Here you can select the user from the left side.
Give the appropriate permission from the right hand side and click OK button to apply the settings.
You are done, you have been set the permissions for the above folder.