I hope these answers will help:
Subdomains are controlled by the domain owner. There's no separate control panel for them, as they don't have any other services besides webhosting.
You create, for example, sub.example.com, and you then ftp the contents into the directory at public_html/sub.
If you need to create a subdomain with email and other services, you create it as a separate domain.
Some hosting companies allow users to manage their own DNS. You probably shouldn't try if you don't know what you're doing, as you can easily break your site. DNS, while not rocket science, is full of pitfalls. A good beginners book for DNS is DNS for Dummies. It won't teach you how to use DA, but once you've learned DNS you should be able to follow the documentation on the site-helper pages.
But again, you don't automatically get DNS control with your website; you only get it if your hosting company gives it to you.
And you really don't need it. If you set up a domain on the server, DA will set up the DNS automatically. If you set up a subdomain on the server (either as a subdomain or as a separate domain) DA will automatically set up DNS for it as long as the main domain is hosted on the same server. And if the main domain isn't hosted on the same server the setup needs to be done wherever the main domain is hosted, not on the DA server.
Jeff