The subdomain is nothing else than a DNS record applied to the root domain. If you consider the root domain
example.com, any of the following is a valid subdomain
Then way you create subdomains is creating a DNS record for them, regardless it's a single-level subdomain (foo.example.com) or multilevel subdomain (foo.bar.example.com).
You need to check if the DNS provider your domain is using (it can be either a specific DNS provider or your current registrar) offers you to create subdomains and if they allow multiple levels.
If not, you can switch to a DNS hosting service that offers you more advanced DNS features. Keep in mind that you don't necessarily need to change web hosting or registrar, you can easily point the name server to another DNS provider without transferring the domain.