For installation instructions, see
If you configure a cpu server (Configuring a standalone CPU server), you can run it from a terminal by adding a line
console=0to plan9.ini and invoking the virtual machine with option -nographic. Note that you need to configure Qemu networking to allow connections to the virtual machine.
See Installing in Parallels Desktop on Mac OS X for installation instructions. There are also some possibly outdated instructions at Plan 9 on Parallels.
Note that <Del> is <fn>+<Bksp>. You can use vncv to connect to the host OS X using fast user switching, see http://www.redstonesoftware.com/multidesktop.html.