Ok, that doesn't create a new site, that's just the first step in moving your site to a new location.
If you just want to create a new site, you need to first save the old site by changing the URLs back directly in the database: https://codex.wordpress.org/Changing_The_Site_URL#Changing_the_URL_directly_in_the_database
Then, install a new WordPress blog at the subdomain.
If you did want to move the blog instead, you need to finish the move: https://codex.wordpress.org/Moving_WordPress#Changing_Your_Domain_Name_and_URLs