When creating a slave site, you first have to check that you also have configured your hosting server correctly.
To help you check your hosting server (plesk) configuration, you can start install the hello world to check that you can call it.
Follow the tutorial step by step.
Which platform (unix, windows, ...) ?
Does the symbolic link is allowed ?
Which kind of server (Apache, IIS, ...) ?
If unix + apache + symbolic link allowed, you can start create your first slave site using the tutorial step 9, or CP-04.
www.jms2win.com/tutorial#jms12x-9
www.jms2win.com/tutorial#jms12x-CP-04
Site ID = slave1
Domain = {site_url}/multisites/{site_id}
Deploy dir = {site_dir}
This should create plenty of symbolic link and check that JMS is working with Symbolic Link.
The advantage of this config is that it does not require to setup your hosting server (plesk) as this use your master domain name.
Start to create a basic slave site and apply the tutorial as they are presented.
This will help you understand the concept of JMS
Once you will be able to apply the JMS tutorial sample, you could experiment your plesk configuration.
So before trying to create a JMS templates and replicate a website, try to create a fresh slave site to check your environement.
In your description it seems that you are not able to create a fresh slave site as presented in the tutorial 9 or CP-04.
Review the tutorial
www.jms2win.com/tutorial