Yes, you can also manually redirect the subdomain www.sub.yourdomain.com to www.yourdomain.com/user
using the the redirection tool in your server/Cpanel/the likes.
If you're good with Linux/LAMP, you MAY be able to write a script, which will check for new user(s)'s profile(s), and then automatically creates a subdomain on the server, then redirect that subdomain to the newly created profile. It sounds a little complicated but I think it's possible.
Assuming your web server is Linux based and you have root SSH access to it.
It would not be just a dolphin module required to do this. And i am not sure it is possible. A sub domain would be treated by the server itself as a separate website. Sub domains are configured on the server level, not within dolphin. So a module like this would need to be able to configure the server as well.
Example. www is a sub domain. It hosts an entire website. Not just a member profile.
so if i do it manual for my users, do you know how i can link the sub domain to the user profile ?