You may add a sub-query as a part of the expression or criterion using the Columns Pane.
To add a sub-query right click on the Expression or Criteria column of the Columns Pane and select the Insert SubQuery item from the drop-down menu. Another way to add a sub-query is to type "(Select)" in the Expression column and "= (Select)" or "In (Select)" or any other valid sub-query expression in the Criteria column.

The corresponding tab will be created after adding the sub-query. This tab allows you to edit your sub-query visually in the same way as you edit the main query. Another way to switch to the sub-query tab is to press the ellipsis button of the cell where this sub-query is located. If this cell contains more than one sub-query, the drop-down menu will appear prompting you to select the necessary sub-query.
