To restore a backup you have downloaded, you need to upload it to Plesk first.
To upload a backup to Plesk, perform the following steps:

1 – Logged in to Plesk.
2 – Go to Websites & Domains.
3 – Click Backup Manager.
4 – Click Upload tab.
5 – Click Choose File and select the backup file you want to upload.
6 – If the backup file is protected with a password, type it in the corresponding field.
7 – If you do not provide the correct password, the backup will still be uploaded, but you will be prompted to provide the password again when you try to restore it.
If the backup is not protected with a password, clear the “Use password protection (recommended)” checkbox.
8 – Click OK.
The backup file will be uploaded to the Plesk server. Once the backup has been uploaded, it will appear in the list of backups in the server storage.