Now maybe I haven't found it yet, but ever since I've been using Plesk I have never been able to get used to the databases. From what I understand, you are required to make a separate username for each database. While this may be a more secure practice, it poses many problems for certain situations and forces you to open up multiple connections to various databases when you need to work with two databases, even though they are installed on the same server.
Probably >99% of all websites use no more than 1 database, so that's probably why working with multiple databases is not that well catered for under Plesk. Still, if you know MySQL you allow one user to have access to multiple databases. Plesk won't be of help here.
Another database issue I haven't figured a way around yet is viewing more than one at a time. It always opens in the same window, and it's a pain to get to them regardless. I was almost a bit excited looking over new features when I saw you could make a URL for the WedAdmin...unfortunately I saw the text after that reading 'Windows Only'
You could install a separate copy of phpMyAdmin.