How do I create a prepended domain?

To be honest i'm not really sure how to phrase the question so please excuse the lack of specificity.

I've often seen website/web apps that are hosted on a site like "Example.com" it will be a basic page with whatever on it. But often times the page is a funnel to an app that you log-in to from the site. Once you've passed your login credentials the app or new site will be hosted at something like "app.example.com" How is this done? What is this called?

Sorry if it's a newb question, I just dont even know what to look up and stack overflow wasn't very helpful in this.