Unlike primary domain names, the addon domain nameservers must actually point to our servers before the addon domain can be created.
This does *not* mean that you can't already have the site built and ready to go when that happens. If you want to transfer over the site *before* setting up the addon domain, here's what you do.
1) Create a new folder in public_html with the domain name you plan on using as its name. Do not use capital letters in this name.
2) Copy your site files to this folder. If you have any SQL databases, you should transfer them over to your account on our server and set up any relevant sql usernames as well.
At this point, you have an entire site transferred, except for the domain. All that's left is to update the domain nameservers, wait for prorogation to apply, and then add the domain under 'addon domains'. During that process, you'll have an option for the addon domain's root folder. If you make sure it uses your existing root folder with your site in it, it'll start functioning immediately.