For File Based Authentication, please create a folder structure "/.well-known/pki-validation/" under the root directory. Som (S)FTP programs won't be displaying folders beginning with a dot by default, it might be necessary to enable the "show hidden files" setting.
Under Windows/IIS you cannot create folder names including the dot in the name, instead you have to create a virtual directory, see also: https://msdn.microsoft.com/en-US/library/bb763173.aspx.
In Mac OS (OSX) Server the .well-known functionality needs to be enabled inside Apache configuration. For details see https://www.interssl.com/en/knowledgebase.php?action=displayarticle&id=774
Then create the file using following details or download the Authentication file by clicking the "Download Auth File" button and place it in the "/.well-known/pki-validation/" of the HTTP server, like so: http://example.com/.well-known/pki-validation/<filename> for www.example.com/example.com and http://subdomain.example.com/.well-known/pki-validation/<filename> for SSLs including a subdomain eg. subdomain.example.com.
It may take some time for file to be automatically validated and cert to be issued by Certificate Authority