mu-plugins folder - do we need this if we're in PLESK?

I tried creating an mu-plugins folder as stated in instructions for one of the plugins I was adding to my site and the plugin seemed to have a problem working. Not sure if it had to do with this setup. Many of the answers to questions in the forums assume everyone is using CPanel but this is obviously not the case. Perhaps we could set up a specific category(ies) to help Plesk users understand it's idiosyncrasies better?