You have to upload the files for an addon domain to its directory.
When you create a new addon domain you are asked to specify its directory, you can create any directory you wish, however by default cPanel creates directory with subdomain name. If you are not certain which directory to use log in your cPanel and go to the Addon domains section. Next to each addon domain you will find its directory name.
When you upload your content through cPanel's file manager, you will be asked which directory to go to first. There you can choose directly the addon's root folder.
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