If you are going to use an FTP server for storing backup files, you should specify its settings in Tools & Settings > Backup Manager > FTP Storage Settings. Click Use FTP storage and specify the following:
Note: Password protection secures only user passwords included in backups. Other content, such as user files, is not protected.
To copy a backup from the FTP storage to the Plesk's server storage:
Note: Backups stored in the FTP storage have the corresponding icon in the System notes column.