In order to create subsystems in a system, you should right-click on the project page and select "component wizard", then you will be asked for the specifications of inputs and outputs like: their types (integer, real, electrical, logical), their names, dimensions, etc. You should also put a check for "module". Otherwise it will not be a subsystem but a code block.
A previous answer but with my modifications. Please select it as the best answer if it answers your question, so it can help another user in the future.