If the master website is located at
www.mydomain.com/master
and the new domains should be installed
www.mydomain.com/newdomain
or
www.mydomain.com/jms/newdomain

how can this be done? From manage sites, this seems to work correctly, but when website template is used, it seems not to work - i tried many combinations, none of the worked.
All the domains created there seem to go to
www.mydomain.com/master/multisites/
-directory, without any symbolic links or any other way. Is it possible to change the multisites-directory used above?
It seems to work at manage sites, so whould work also when using templates, but maybe I am missing something..

JMS can deploy website in any EXISTING directory.
In our example, we frequently used the /multisites/xxx directory because this directory is created by JMS to save the JMS configuration related to a specific site identifier.

If you want to deploy a website into /sitexxx you just have to create the directory before to deploy it.
This will give you the www.domain.com/sitexxx

If for example you want to create such structure when building a website from the front-end, you can use the specific script fields that are present in the menu type "multisites" and use the billable website functionality to execute such specific scripts or plugins.