The following error appears when attempting to open Settings > Filter in Roundcube webmail:
Could not connect to Sieve server
Sieve filter is not supported in Plesk 11.5 or older versions. In Plesk 12, Sieve support is provided with Dovecot. A feature request with ID RT #1827961 has been created for the Plesk Service Team and will be considered for inclusion in a future product version.
For Plesk 12:
Switch from Courier IMAP to Dovecot using Plesk autoinstaller: Home > Tools & Settings > Updates & Upgrades > Add\Remove components > Mail > Dovecot.
More about Dovecot is available in developers blog.
More information is available on forums.
Please also see Plesk 12 Release notes.