It means that all routing takes place at your Netcup DNS server, not on your Plesk server. If you want your Plesk server to be the authoritative DNS server for your domain, you need to have at least 2 subnets (2 IP addresses) on it and enter the two nameserver names of your Plesk server into your domain name.
Else, simply configure all DNS settings in your existing nameservers at your provider.