To forward your email to another mail server other than the hosting mail server you need to follow the followinig steps:-
1) Log in to Plesk control panel.

2) Click on "Subscription"

3) Click on "Manage Hosting"

4) Click on "Websites and Domains"

5) Click on "DNS Settings".

6) Click on host containing the MX record of your domain name.

7) Enter the MX record of the mail server where you want your emails to be forwarded and Click on "OK".

8) Click on "UPDATE" once you have made the required changes.
(Information: The properties of the resource record test.com. MX 10 mail.test.com. were changed.)
Information: Changes made to DNS records are not saved yet. The changes made are highlighted below.
Turn off mail service on current mail server in Mail tab.
Click Update to apply the changes to DNS zone or click Revert to abandon the changes.

