But thats not related to the topic you asked here. If your server is a resolver for non local queries or not ahs no influence on the fact if it shall be the master for a plesk dns server.
If you want to query the local server, the the query is:
dig @localhost mysite.it
and if you do not get an answer, then you have no dns zone for mysite.it on that server. In that case, check the dns records that you created. many popele miss the dots at the end of all fully quoalified domain records. To prevent that, use the dns wizard to create zones!