Umm, Korean and Western languages are totally different, so we don't often say "Please" in Korean. Literally, "Please" can translate to "제발" or "부탁드립니다", but I won't recommend you to say this because it sounds like you are begging or despairing.

Jeongmin is right. There are some English words and phrases that don't translate the same way into Korean. "Please" is a really good example of this. ~주세요 (please give me~) and ~해주세요(please do~ for me) are the normal ones I think you'll hear and will need to use in the beginning.

좀 - is used to soften a sentence. No natura colloquial direct word. The politeness is built into the language/conjugations/endings. So no need unless you're emphasizing and begging.