You can create a new subconfig in a couple of ways.
If you issue VMSECURE MANAGE identityname you will see selection 1 will help you create a new SUBCONFIG for that identity.
If you use something like ADDENTRY, you need to use a skeleton that directs VMSECURe to make a SUBCONFIG.
I have a skeleton called SUBCFG that consists of this:
SUBCONFIG SUBCFG
*ED=
*LL=
*-----End VM:Secure Directory Comments-----*
*-----------------------------
* System Specific Minidisks *
*-----------------------------
Then I can do:
VMSECURE ADDENTRY subconfig-name SUBCFG (IN identity-name ON ssi-member-name
Once created you can MANAGE it or use other commands on it like you normally would.