You will need a pressure sensor that generates a variable voltage or current as the pressure changes. Typical voltage ranges are 0 -10 VDC or 4 - 20 mA. This type of device is often called a pressure transmitter. This is the Process Variable, the signal that tells the controller what the actual pressure is. This signal comes into the PLC through an analog input.
You will need a pressure regulator. Most of the pressure regulators you see are manual. They have a knob or handle that you turn to change the pressure. In your case, you will need a regulator capable of responding to an electrical signal from your PLC. These are sometimes called I to P or E to P transducers. Signal levels are typically 0 - 10 VDC or 4 - 20 mA. This signal comes from a PLC analog output. It's called the Controlled Variable.
Inside your PLC, you will need some type of control algorithm that compares the desired pressure level, the Set Point, with the Process Variable and adjusts the Controlled Variable as necessary to minimize the error. This may be a PID function block, but it doesn't have to be.
Is this enough to get you started?