DNS Settings are not present under website options, I have Whois Information button instead.
DNS server is not installed on Plesk or DNS Management is not granted.
Install DNS Server service via Tools & Settings > Updates & Upgrades and grant
DNS zone management permission for the subscription.
According to documentation:
Note: If your Panel does not use its own DNS service and does not allow configuring DNS settings on a remote DNS server, you can only view the information about your registered domain name. The link DNS Settings in Websites & Domains will be replaced with Whois Information.