You can create your Sub domains through some sort of admin or control panel such as Cpanel, provided to you by your host when you signed up for their hosting and no doubt registering domain name. If you do not have such a panel then this is pretty poor as even the cheaper outfits now have some sort of panel where you can at least set up email accounts and other basic tasks.
The example you give is in fact an email address! Certainly yes you can have htp://England.yourdoamin.com & Scotland.yourdomain.com. If you have not got a Panel then you will have to ask the people who host this for you to create it.
Of course I am assuming you have got your own domain name and proper web hosting for it rather than pointing it to some free hosting or your own ISP address. If this is the case you wont have any joy in creating sub domains.