I need to run something.domain.com what do I need to do for it? I have a Joomla website, does it have any extensions for it?

Your problem seems not related to the Joomla! If you want to create a subdomain http://subdomain.yourdomain.com please contact your domain name registrar and (or) hosting provider for technical support.

After you have created the subdomain, just install or move your web site to the sub-directory associated with the sub domain.