Rob,
Don't know what you mean by "I have a few servers". Do you mean they are located in your house/office under your full control? Or in a hosting company?
You also don't say what HTTP server you are using. Apache? Microsoft IIS?
IF UNDER YOUR FULL CONTROL
Apache
/htdocs is the root. All you have to do is create a subdirectory under it (say, mysite.com)
Microsoft IIS
/Inetpub/wwwroot is the root. You should use the IIS administration control panel to create a new virtual site.
IF NOT UNDER YOUR FULL CONTROL
This will depend on the hosting company and what control panel software they use, as Thorpe mentioned.
Most will allow you to specify a website name, and automatically create the folders. You can (and should) use a FTP client like cuteFTP or AceFTP to upload your files.
P.S.
If you plan on using PhpBuilder.com to get your questions answered, you will need to provide enough information so that we can put the clues together to solve your problem. It will save all of us lots of time and get your questioned answered faster. 🙂