Plesk does not allow creating mailboxes under domain aliases. Instead, the mailboxes of the primary domain are used. If you select the Mail service option, the mailboxes created under the primary domain will also be available under the alias. To enable users to read mail sent to mailboxes under the alias, Plesk redirects it to the corresponding mailboxes under the primary domain.
Okay, thank you for this information. I thought I would be also able to send emails from the domain alias, not only forwarding received emails to the main domain.