If you are using cPanel and have defined the slave site as a subdomain or addon domain using the same root document as the master website, this can not be a permission issue as the document root is the same.
So you should first verify your subdomain or addon domain that you setup in your HTTP Server administration tool (ie: cPanel).
If you defined the slave site (domain or subdomain) in you server as using another "document root" directory then you have to check that you have the correct "installation" directory created in this "document root".
In JMS, you should have deployed the slave site into this "document root" directory.
To see how to proceed with subdomain, see the tutorial video CP-04 that show how to configure a cPanel and setup Jms Multisite.
www.jms2win.com/en/tutorial#jms12x-CP-04
If you are using something else than cPanel, please mention it and detailled information on the environment.