Somewhere in your web server configuration, there is a setting that says what file system directory is the root directory for the (sub-)domain in question. So if, for example, "example.com" is pointed to "/var/www/domains/example" on your web server, then that's what $SERVER['DOCUMENT_ROOT'] (case-sensitive!) will point to. If you want to reference a file that is in a sub-directory, you could reference something like this:
require_once $_SERVER['DOCUMENT_ROOT'].'/sub_dir/file_name.php';
This would, in this example, then be trying to read the following file:
/var/www/domains/example/sub_dir/file_name.php