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The robots.txt file must be in the top-level directory of the host, accessible though the appropriate protocol and port number.
It is not valid for other subdomains, protocols or port numbers. It is valid for all files in all subdirectories on the same host, protocol and port number.
Where to put it
The short answer: in the top-level directory of your web server.
The longer answer: When a robot looks for the "/robots.txt" file for URL, it strips the path component from the URL (everything from the first single slash), and puts "/robots.txt" in its place. For example, for "http://www.example.com/shop/index.html, it will remove the "/shop/index.html", and replace it with "/robots.txt", and will end up with "http://www.example.com/robots.txt". So, as a web site owner you need to put it in the right place on your web server for that resulting URL to work. Usually that is the same place where you put your web site's main "index.html" welcome page. Where exactly that is, and how to put the file there, depends on your web server software.