First go to Plesk -> Server -> SpamFilter and click the Help button. There are good instructions for initial setting.
I do not hear about now self-instruction for SpamAssassin
1.Updated version of SpamAssassin will be in one of the following versions of Plesk. Please don't update yourself SpamAssassin using any other distribution but from SWsoft site. It will break SpamAssassin funcionality
2. You can train Spam Assassin as folow:
Organize a large folder of known spam, navigate to the folder one level higher than your spam folder (something like c:\program files\swsoft\plesk\mail servers\mail enable\domains\domain.com\account\mailroot) then type "sa-learn --spam spamfoldername"
Do the same thing with the --ham argument to train it for known good e-mail.