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 cPanel 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 cPpanel’s file manager, you will have to specify which directory to go to first. There you can select directly the addon’s web root.