Quote How do you do sub-clips in the media window? In Avid you can create sub-clips so you do not have to drag large files to the timeline.

PowerDVD, where you posted is a video player; PowerDirector is the video editor. That may be one reason you are not getting answers.

Unfortunately your terminology may also be causing people to not understand your question. Sub-clips may be OK for Avid but not for this program. Think scenes !

When you have you video file loaded, right click on it and select "detect scenes" A new window will open and scenes will be detected, you can change the sensitivity or manually detect the scenes. I think it is self explanatory from there . .
.
BoilerPlate: To posters who ask for help -- it is nice to thank the volunteers who try to answer your questions !
Anything I post unless stated with a reference is my personal opinion.