First off, plasma life is impossible.
Plasma is by definition particles that are ionized and therefore don't create long bonds. while it is possible to have poly atomic ions (see https://physics.stackexchange.com/questions/134723/is-a-plasma-necessarily-made-of-monoatomic-ions) They also move around so much that they are not organized at all, like gases. Therefore no pattern of life can emerge because no pattern exists.
With handwavium we can do something though. Assuming the plasma itself is intelligent here is what you can do.
First, the plasma must be able to contain itself, plasma naturally spreads to fill any container, like gas, so in the corona of a star it will naturally disperse while orbiting. That means for this species to evolve it must have some near impossible means of keeping itself together. To do this you will need the plasma to be large enough to act like a second sun and create it's own magnetic field that stops any of the material from escaping.This doesn't make the thing alive, this just means all the plasma stay in one place. Also, the plasma has no control over the field, since there is no part of the plasma static enough to be able to make decisions and manipulate the field.
Assuming however that your magic plasma does have a way of changing it's magnetic field here is what needs to happen.
First, your plasma is a very low temperature plasma, 70-100 degrees Celsius at minimum. (https://blogs.scientificamerican.com/cocktail-party-physics/chilling-out-with-cold-plasmas/) this means it will work even at low temperatures. This is important because the materials you need to not melt are above that temperature. It is not clear if the article here created the plasma in a way that is sustainable, they have a plasma blow torch which is suspect might not be naturally maintainable, but potentially if the conditions are maintainable without the blow torch, then it is possible to reproduce in nature. That is a big if though. Other wise we need to you just pretty low temperature plasma, which I think can get down to 1200 kelvin (citation needed, my best guess is that this is 1000 kelvin colder than the coldest star (https://www.windows2universe.org/cool_stuff/HR_temperature.html&edu=high) if that is the case we can still move materials by "hand" but the plasma will always be on the edge of being to cold or melting the material. If the lowest we can go is 2,000 Kelvin, the same as the coldest star (https://www.windows2universe.org/cool_stuff/HR_temperature.html&edu=high), then we can only manipulate solid object with magic magnetic fields.
The Tokomak fusion reactor has many properties to it, but one if those is that it is made out of metals, neodymium, iron, copper wiring in the computers, and they are in solid states. So, to make a magnetic containment chamber, the plasma would have to acquire large amounts of these materials, then surround it self in them, then build the chamber around it while ensuring it doesn't melt any of it. Even our coldest of cold plasma are hotter than 70 degrees Celsius. Most magnets decrease in strength with the application of heat at about 80 Celsius(https://www.apexmagnets.com/news-how-tos/magnet-experiments-what-happens-when-a-magnet-is-heated/). So when the chamber is built, it then needs to let go of the chamber, and ensure the chamber is a vacuum to not transmit its heat to the chamber walls, making the chamber to hot to use the magnets. It can also just cool down to 70 Celsius and hope it doesn't affect the walls to much.If the minimum temperature of plasma in the wild is over 1000 Celsius, then instead the device will have to be made with magnetic fields alone. When this occurs the chamber will come online and contain the plasma. An external machine will then have to monitor minute changes in the field to do what the plasma wants.
This does have a few problems
Heavy metals are not common in stars, or in general.
The metals required to build this machine come from supernova-ed stars (https://futurism.com/what-happens-when-stars-produce-iron) since elements larger than iron require more energy than a star can provide. This makes it hard to find. Even on earth these deposits are relatively few and far between, in comparison to say, oxygen or nitrogen. Also, the only atoms the plasma has access to are coming from solar flares, which can magnetically destabilize the plasma or just slam into it at incredible speeds. so collecting enough material will be difficult.
It will be nearly impossible to design the machine
Unless another species creates this and gives it to the plasma, these plasma will have trouble doing even basic science, let alone making a magnetic containment chamber. To build anything the plasma must collect and isolate extremely rare atoms over long periods of time, but making anything with these atoms wouldn't help much because the plasma would probably get all its energy from the sun, and has no competitors. Even if they did decide to do science, the simplest inventions requires the knowledge of period table, and painstaking creation of literally everything needed to build the invention. hunter gatherers used bones for early inventions, and built clothes and bows out of wood and animal tissues. Your plasma has nothing like that in comparison. Birds and horses inspired people to build basic land and air transport until they could do space travel. All your plasma knows is the sun that it orbits. Therefore it is not likely it will produce space travel.
Why bother with leaving their star?
Humans can think about terra-forming other planets, since theoretically, eventually those planets will support life, but for the plasma animals these places are nearly uninhabitable. They require nearly impossible to create suits that literally crush them at all times, they shield most of the radiation from the sun, taking their life force. All their materials produce less energy and are mostly only useful for creating more crushing suits. If you want hydrogen you could just orbit a star and get more instead. if they do want to go to different planets, they might create rockets with magnetic backs that will push them along with the rockets, but there is no reason to actually go someplace that requires a suit for the reasons stated above.
how to have plasma and reasonable creature
On the other hand, you could just have the creatures be solid but use plasma. If you make your creatures solid, but they orbit stars and eat solar flares that could work. The creatures would come from a small planet with low gravity next on a sun that gets solar flares. when a flare comes the animals take the high energy electrons and use them to create ATP. you would basically have to have the krebs cycle be modified to instead of just taking electrons from glucose or similar products, you instead take them from plasma, and eject the positive ions after using the negative electrons to make ATP. This means instead of ion pairs from glucose you take electrons from plasma directly. (https://www.biology.iupui.edu/biocourses/N100/2k4ch7respirationnotes.html). Because these ions have extremely high energy they should also produce extreme amounts of ATP as the electrons could be reused many times. However, this means this creature would have to be built nearly entirely out of materials that have a melting point above 350 kelvin, since all other materials would be burned or melted when even the lowest temperature plasma encounters it. Which excludes any kind of biological material, and goes against all known theories of how life develops (https://biology.stackexchange.com/questions/9419/why-are-there-no-organisms-with-metal-body-parts-like-weapons-bones-and-armou). Also, the creatures would have to know that the plasma that hits them is never to much hotter than that, so the sun would need to continually eject low temperature plasma, with no cases of higher temperature plasma. This is unlikely since solar flares are not known for being predictable(https://daily.jstor.org/dont-underestimate-threat-solar-flares/).
Just make your creatures out of solids that contain extremely low temperature (350 kelvin) plasma, it will be much easier that way.