Not seeing your domain folder is a sign that either something went wrong when you added your fully hosted domain to your account (90%) or that you're logging in using a different user from the one you assigned for the domain (10%).
90% of the time, people have just forgotten to add hosting for their domain via "Domains>Manage Domains" and clicking on "Add New Domain / Sub-Domain".
Typically (99.9% of the time), you should never find yourself creating a domain folder.
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