Create actual Sub Domain, before opting for Branded Domain

Hi Guys

To opt in to the Branded Domain

It specifies to potentially use send.website.co.uk  , if website.co.uk is your main domain

Do i actually need to create this “send.” Sub Domain , send.website.co.uk , on my host first ?

I understand the DNS entries

Just wondered if before i start pointing records at “send.website”

To know i i actually need to create that sub domain “send.”  , before creating these records, and opting into the branded domain

Any advice appreciated

Thanks a lot

Jack