Hello,
If the component is not installed (you can check it at Home > Server Components), then please, follow the path:
Home > Updates > select Parallels Plesk Panel 9.2.1 > select Horde webmail support > Install
After the component is installed, please check the Home > Server Components > Refresh. As soon as the component will be shown there (psa-horde), it is ready to use.
Thank you