Setting up the SSL Certificate is a two-part process. First, you add the SSL Certificate to the server via Plesk using the private key and certificate files you have received. Then, you link the SSL with the domain it was ordered for and with the IP that the domain uses.
The domain should already be added and configured in Plesk before following the next steps.
The SSL Certificate should now be fully installed and configured on the server. Open a browser and navigate to https://www.domain.co.uk/ where domain.co.uk is your domain or subdomain that uses the SSL to test.