In the most shared hosts you can't set it.
On a VPS or dedicated server, you can set it, but everything has its price.
On shared hosts, in general you receive a Linux account, something such as /home/(your username)/, and the equivalent of /var/www/html turns to /home/(your username)/public_html/ (or something similar, such as /home/(your username)/www)
If you're accessing your account via FTP, you automatically has accessing the your */home/(your username)/ folder, just find the www or public_html and put your site in it.
If you're using absolute path in the code, bad news, you need to refactor it to use relative paths in the code, at least in a shared host.