You create a subdomain as Thomas describes above. Once you have created the subdomain it adds a new folder to your public_html folder with the same name you used to create the subdomain. You load your content into that folder. Then you access it with h*ttp://subdomain.yourdomain.ext
Welcome to the forums pasbanrule
If you are hosted here at TCH you can use the No Indexing feature of cPanel which will display a "forbidden" message to the user if no index.html, index.htm, index.php (home page) is included in the folder.