XF 1.4 Error Message

It depends on how you want it to be set up. If you are running a CMS front end, then in a directory somewhere off your root (like in /community). If you are running it as your primary domain spot then in the root. If you already have phpBB present in the root, then you will need to move all those files over to a holding location (along with it's associated subdirectories that it sets up) and then install XenForo in the root of your hosting provider account (usually in a /public_html if on a shared hosting).

If that image was from you going to your domain, then you do not have a correctly configured phpBB site there.... which is better addressed (if referring to how to configure the phpBB site) at their support location.
 
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