Plesk does not allow creating mailboxes under domain aliases. Instead, the mailboxes of the primary domain are used.
If on domain alias creation select the Mail service option, the mailboxes created under the primary domain will also be available under the alias.
If the mail is sent to a mailbox on the domain alias (john.doe@alias-example.com), it will be forwarded to the mailbox with the same name on the primary domain (john.doe@example.com).
So, the necessary forwarding rules can be configured on the mailboxes of the primary domain.