Nowadays almost everyone with modern frameworks / packagesTo be honest, who uses Composer?
From the docs;
This will create a project in 'my_site_name_dir' and automatically executes composer install to download the latest stable version of Drupal and all its dependencies.
Your 'my_site_name_dir' will contain files that should be outside of your web root and not accessible by the web server. The web root will be 'my_site_name_dir/web'.
So your host needs to set the docroot correctly for your domain. If they say that’t not possible find another host because it sure is.
And I'm a user. And I can't properly install Drupal on a subdomain from your Panel
The docroot for your subdomains you can set yourself in the Subdomains page.