I bought a Domain without a DNS Server.

Hello,
I bought a Webspace with a .de Domain, now I want to add a second Domain I bought from another seller (The first seller didn't have the .lu extension).
After I bought it I noticed thex don't have a DNS Server, and they told me I have to somehow set it up on plesk.
I don't know how to do that and I hadn't had much luck on google. So I hope this helps.
I only can edit the NameServers from the Domain, so how can I get my Website up and running on that Domain with Plesk?

Thanks in advance