In order to use an addon domain please make sure that your hosting account allows this functionality. At SiteGround addon domains are allowed on the higher hosting plans - GrowBig and GoGeek. If you are using a standard web hosting account you may need to upgrade it from your Customer's area.
Additionally, you need to have a registered domain name too. At SiteGround you can register a domain name in the Order Section of your Customer Area.
Once you make sure you have the addon functionality allowed and the domain name registered you have to add the domain to an addon slot from your cPanel > Addon Domains. For more information on how to do this you can check our tutorial.