Subdomain vs subsite?

Hello,

I am using WP as a multi site with sub directories enabled (the http://my_site/subdomain/ shape).

The settings page states:
«Have you created your mobile subdomain?

Setting up a subdomain is done through your hosting provide.»

So is it something which can be done, while a multi site is setup with sub directories?

Best regards,
Mélodie

http://wordpress.org/plugins/wp-mobile-edition/