the .well-known directory is an directory cPanel creates under each domain directory, either in the /public_html/ or any other directory which a domain or subdomain is pointed too.
in this directory the SSL authority is reading the validation file for the SSL file; a check which is mandatory to see if you really own the website and can publish on it. 

Removing the .well-known directory WILL break the provision of free SSL certificates for your account, so if that is not your intention please leave this directory there.