I am not at all a Plesk-for-Windows expert, but think that you'll need to set filtering rules in IIS for that. The general approach including where to find this is described in the official docs of IIS
@Jean-LucP this has to be done within IIS and Request Filtering. Perform this on the main server/site. Once in Request Filtering, click on the Rules tab and a new Filtering Rule which scans the User-Agent within the headers and then deny strings such as MJ12bot, there are lots of other bots you may want to block too.