mhh I dont know about neocities and what you can do, but on "normal" hosting sites you can put the following in a file called ".htaccess"
Header set Access-Control-Allow-Origin "*"
Header set Access-Control-Allow-Methods "GET,PUT,POST,DELETE"
Header set Access-Control-Allow-Headers "Content-Type, Authorization"
and did you find your .well-known folder already ?
what programm you are using to browse your webspace? Just to be sure: files and folders starting with "." on linux systems are hidden.. if you are using e.g. winscp hidden folders are hidden by default.. you have to check the option "show hidden folders" in the preferences...
or just try to specify your problem..