[Solved] How to setup a subdomain for Sentora

[Bobses]

Hello
I'm new in the servers world. I've had for 5 years only shared hosting. I played with VPS on digitalocean and I liked Sentora very much. So, I've bought a VPS with Ubuntu 14.04 (not at digitalocean). I have a domain like mydomain.xyz too.
I tried to install Sentora, but I'm stuck here:

Code:

Enter the sub-domain you want to access Sentora panel: panel.mydomain.xyz
Enter (or confirm) the public IP for this server: xxx.xxx.xxx.xxx

WARNING: panel.mydomain.xyz is not defined in your DNS!
 You must add records in your DNS manager (and then wait until propagation is done).
 For more information, read the Sentora documentation:
  - http://docs.sentora.org/index.php?node=7 (Installing Sentora)
  - http://docs.sentora.org/index.php?node=51 (Installer questions)
 If this is a production installation, set the DNS up as soon as possible.

Here and here I see the following:

2) Sentora subdomain
It is the domain name you will use to access your control panel after installation (URL of the panel).
It MUST be a sub-domain of the main domain above. Enter the complete sub-domain name.
The installer will check the sub-domain validity : it MUST be setup in DNS (and propagated) PRIOR to run the installer.

My question is: how and where can I do that?  I see must to do that before install Sentora, but how? Maybe is a stupid question for you, but I really need to know and I want to install Sentora (I don't like other panels). 
Thanks you very much for your support.