Glad you asked that! Are you managing your domain on Netlify or another registrar?
If you have it on Netlify it’s just a matter of adding that subdomain as an alias on your site’s domain settings.
If you have it outside of Netlify, you’ll want to do the same but also manually add a record on your registrar like so:
healthy.shivamjain.codes CNAME cozy-vacherin-7495d9.netlify.app
Checkout this great list of Support Guides where you’ll find this and a lot mote information about DNS Management:
Hope this helps!