First step to sort out the error is to create two files in your site. Those of you familiar with FTP can do it that way but there is a way through your Pleak dashboard here at WA hosting.
1) Log into your Plesk dash board through WA webhosting and find file manager
2) When the files open up then click on httpdocs and when that opens up at the top you will see an add file icon, the one with the little green plus sign. Click on that.
3) Set it up exactly as you see it in the image below with file creation and sitemap.xml . Click OK
Do exactly the same again but this time create a file called sitemap.xml.gz (this will be the zipped form of your sitemap)
4) Check that the files exist. In httpdocs they should now show.
To the right of this you will see rw rw rw These are the read/write settings to ensure that the plugin can update the files. If they are not like this then click on one of them and set up as shown here,
Click OK
Log out of Plesk if you have no more to do there and go back to your Wordpress settings. You should now be able to run the plugin for the first time.
The next step will be to add it and test it at Google. I will add that step shortly
Please comment below or PM me if you get stuck. I will be happy to help out though I am sorry that I may not be able to help if you are not using Plesk.