First of all, when you mouse over to the ssh terminal icon, what message appear under the “Help & Support” section in the navigation pane?

If it shows “..is not installed” then you have to install by going “Server->Updater-><your plesk version>”, then check on “SSHTerm – SSH Terminal java applet” and then click on the “Install” button to install it.

If it shows “In order to use the terminal client, you should allow shell access for this domain” then you have to allow it by going “<your domain>->Setup”, then find “Shell access to server with FTP user’s credentials” and then change its value of “Forbidden” to other type of shells.