I'm not entirely sure what you are referring to. If you can post a comment at the bottom of this page with a link to the page that includes the directions you are following, I'll be more than happy to review further and get back with you.
Based upon what you are saying thus far, it sounds to me as if you are being asked to create a text file on your domain, something obscure like domain.com/asdjflskghgjdfg.txt.
To create a new file:
1. Log into your cPanel
2. Find and click the File Manager icon
3. In the popup (if you see one), choose the Web Root option and then click Go
4. Click the New File button in the top left of the page. From here you can enter filename (as you are being asked), and then click the Create New File button.
I hope this helps point you in the right direction! Like I said, if we can help further, just post a comment at the bottom of this page and we'll continue looking into this with you.
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