You must download the files for add-on domain to it’s webroot directory.
When producing a new add-on domain you have to first mark it’s webroot directory. If you are not sure which it is please log in your C panel and go the Add-on domains section. Next to every add-on domain you will see which it’s webroot is.
Also when downloading files with the help of C panel’s file manager, you will have to specify which directory to go to first. There you can select directly the addon’s web root.