Creating a Subdomain within a Parent Domain

1. Login at UltraDNS
2. Click Domains
3. Click on <domain.com>
4. From the Records tab, enter any records that you need (this is information that you should have already) named <sub.domain.com>

Additional Information

It is common for people to wonder if sub.domain.com needs to be a new domain or if it can be added inside domain.com.  Either way works, though adding sub.domain.com is more complex and generally doesn't add any value over creating the records inside domain.com. 

For instructions on how to create a subdomain as a new primary domain, see this article:

Creating Sub Domain with Apex Domain in Same Account