The F#m chord is constructed form the F# major scale (see Appendix 2). Using the minor chord formula on the F# major scale, it can be seen that the F#m chord contains the notes F#, A and C#. When the third note of the F# major scale (A#) is flattened, it becomes an A note.
Play the three notes of the F#m chord individually, and then together, with both your left and right hands in various positions on the keyboard.