We need to create several new FTP accounts in the same domain. Each
account can access ONLY to its assigned folder. Those folders already
exist, we cannot change the site structure (but we can change
permissions, etc).

Our host uses Plesk control panel, we cannot change it.

We don't want to create "Web users" or let all the FTP users access to
the whole site.

Using an external module or add-on for Plesk would be fine for us too.
We don't want to deal with linux, although our Tech. Support would
install any new software.

Thanks

Firstly, create subdomains with separate FTP accounts.
Then appoint all subdomains to various directories.