In a few places in the docs there are references to the directory C:\Program Files\AppVeyor\BuildAgent. However this directory is only valid for Windows build images, and no alternative documentation is provided on where to find it on Linux images. Please find a list below of the affected doc files.
https://github.com/appveyor/website/blob/master/src/docs/server/how-to/how-appveyor-works.md
https://github.com/appveyor/website/blob/master/src/docs/build-phase.md
https://github.com/appveyor/website/blob/master/src/docs/deployment/ftp.md (this whole article is Windows specific so may not apply here)