The self-modulation instability of long particle beams was proposed as a new mechanism to produce driver beams for proton driven plasma wakefield acceleration (PWFA). The PWFA experiment at the Photo Injector Test facility at DESY, Zeuthen site (PITZ) was launched to experimentally demonstrate and study the self-modulation of long electron beams in plasma. Key aspects for the experiment are the very flexible photocathode laser system, a plasma cell and well-developed beam diagnostics. In this contribution we report about the plasma cell design, preparatory experiments and the results of the first PWFA experiment at PITZ.