You can insert a new, empty subassembly at any level of the assembly hierarchy. Then you can add components to it in a number of ways.
Before creating new components in the context of an assembly, you can specify the
default behavior for saving the new components either as separate external part
files or as virtual components within the assembly file.
To insert a new subassembly:
To save a virtual component to its own external file, right-click the component and select Save Assembly(in External File). Alternatively, when you save the assembly, you can select to save the subassembly either inside the assembly or to an external file.