The SPF record must nowadays be up to date, and it must list all servers from which mail is sent on behalf of the domain. If you use third-party mailing services (e.g., Sendgrid, Mailchimp, etc.), you will get the necessary SPF records to add to your domain from their documentation or customer service.

The SPF record is set in DNS management, which can be found in your Plesk control panel under the "Websites & Domains" menu on the "Hosting & DNS" tab:

The SPF record is of type TXT record. In our service, by default the record contains the server where the website (+a) and mail server (+mx) are located. In the example image, this server is fi2. 

There can only be one SPF record, additions are made by editing it, not by adding a parallel record.

You can add another server to the record by clicking on the domain name in the left column. In the window that opens, add the desired server inside the TXT record according to the given instructions. In the example image, Gmail's SPF information has been added to the SPF record:

NOTE! If your website sends forms by email to an external mail service, you absolutely must also define the website server in the SPF record in addition to your email service.

The record must follow a specific format, it must begin with the words v=spf1 and end with "all". Of these, "all" determines how strictly the SPF record should be followed. The most common forms are ~all or -all, of which the latter is an absolute prohibition and ~all is a slightly more lenient rule interpretation.

Between these, all servers that are allowed to send mail on behalf of your domain are listed. You can also use direct IP4 or IP6 addresses if the given instructions say so.

If you are not completely sure how to create the record, you can ask for help from customer service or use semi-automatic tools to create it: