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If you register a domain name such as me.com and you have a web server www.me.com. What if you have a mail server mail.me.com and ftp.me.com? Do you also have to register these domains or do you just identify them in the DNS?
Since you've already registered me.com, all you need to do is add the resource records to the DNS server you supplied when you registered. For instance, if your ISP hosts your DNS zone, then have your ISP add an A record for ftp.me.com and mail.me.com. If you want to have mail routed to mail.me.com, then have the ISP add an MX record, as well.