A Parked Domain = domain place-holder website with a generic DreamHost 'coming soon' message.
Try going to Domains->Web in the control panel and select 'edit' for the parked domain. Then you can change it to 'fully hosted', 'mirrored' or one of a number of other choices. If you select 'fully hosted' the new "main folder" for that domain should be created automatically under the user chosen for 'All CGI should run as user:'. When you make this change, it can take a little while before the change is fully activated.