In the subsheet, you do "place a hierarchical label."
You can do either bottom-up or top-down. If doing bottom-up, you create the subsheet symbol like I describe above, then enter the subsheet, draw the schematic, and make sure to add the hierarchical labels to bring the necessary signals up. Then in the higher-level sheet, choose "place hierarchical pin imported from the corresponding hierarchical label" for each hierarchical label in the subsheet.
If doing top-down and you know the names of the lower-level signals you need to bring up, draw the subsheet symbol, place hierarchical pins on the subsheet symbol, and then go into the subsheet schematic and draw it.
Usually, you end up doing bottom up.