During a migration pre-check the following warning is shown:
PLESK_WARN: The component msdns is not installed on the destination server. The DNS service will be unavailable and DNS settings will be lost.
Microsoft DNS server is not installed on the destination server.
If there is no need to use a DNS server on the destination server, this warning can be safely ignored.
Otherwise, install Microsoft DNS Server via Plesk Web Installer at Plesk > Tools & Setting > Updates & Upgrades.