Create a new subdomain

Good morning.

I would like to know how to create a new subdomain on my server.
My server adresse is like this one my_server.nohost.me and I would like to create an entry like that pms.my_server.nohost.me

I tried both using the web interface and moulinette but it seem (even if the entry is created) that the DNS file is not updated.

I should I do to solve this :-).

Many thanks

Can you explain me how you did this ?