How to create & install subscripts

I don't think you are talking about subscripts here (which is the button Ian pointed out to you).

You don't tell us how you are "installing" your subscripts currently, but I am betting that you pick them out of the font using the Glyphs palette. A typical font does not contain digits as subscripts -- lower than the baseline, and used for chemical compounds such as H₂O and for enumerating variables, such as item₁. They usually contain a few default superscript numbers though: ¹, ², ³ ("for historical reasons", as these few characters appeared quite early in fonts).

With that possible terminology confusion out of the way: the button for superscripts is the one above "T₁" that says "T¹". Hovering above the button tells you what it does. The same functions are also available in the flyout menu of the Character panel.