It does have a firewall module. Check the modules section in Plesk admin panel. Typically the dns ports 53 are poked through be default so unless you've added or changed a statement it should work fine.
Can you ssh into the server and perform a dig for a domain name and get a result?
dns server run ok, but i can not connect from others computers.
either can to connect to mysql server from others computers, but it run well in the server.
i haven't installed the module firewall, i go to install it.