1. Webmail.example.com is not accessible with the following error in a browser:
This site can't be reached
webmail.example.com's server DNS address could not be found.
2. Checking the A record for the webmail gives empty output:
# dig +short webmail.example.com
3. Non-Plesk DNS server is used for example.com DNS zone hosting:
# dig NS example.com | grep -A2 "ANSWER SECTION"
;; ANSWER SECTION:
example.com. 3362 IN NS ns03.exampledns.com.
example.com. 3362 IN NS ns04.exampledns.com.
Missing "A" record for webmail.example.com on external DNS server.
Contact your DNS provider (registrar) in order to add the missing "A" record for webmail.example.com.
If the domain's DNS zone is hosted in Plesk, use How to add a DNS record for a domain in Plesk article to add the required record.