I'm pretty sure you can't create 'subdomains' on top of those configured in your account with dyndns. - EXCEPT locally where you can 'get in' before dyndns's resolver goes to work. Its really not a subdomain, rather a refinement of the hostname - but that's semantics.
If you are using their free services, you might see if that will work with one of their 'custom' Pro accounts.
DynDNS Free allows you to create a hostname that points to your home or office IP address, providing an easy-to-remember URL for quick access.