They mean the root of your website, but that's not technically required either. Just looking at the above, my guess is that your path may be incorrect.
Save the following as PrintEnv.shtml
Add the following lines to your .htaccess file:
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01//EN" "http://www.w3.org/TR/html4/strict.dtd">
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
Navigate your browser to display the PrintEnv.shtml file from above and then take the path displayed from the line that starts:
AddType text/html .shtml
AddHandler server-parsed .shtml