In the following tutorial we shall add a new domain name to our shared hosting account.
Firstly login to your CPanel control panel (your hosting provider will of supplied you with this information).
On the Home Page of your CPanel control panel scroll down and find the Domains section. Go Domains>Addon domains

Fill in the domain details in the 'Create an Add-on Domain' section.
If I were to be adding BinarySoldier.net as an addon domain I would enter the following:

New Domain Name: This is the domain name
Subdomain/Ftp Username: This is the username you will use when logging into the new domain via FTP
Document Root: This is the folder where you will place the sites contents, such as index.html
Password: Mix of uppercase letters, lowercase letters, numbers and symbols.
Once these details are entered, click Add Domain

Thats it! Now when you login to the root directory of your hosting, you should now see a new folder called the same as your domain name (in this example we see binarysoldier.net).
It is within this folder you add the site's webpages, such as index.html.