Typically, when adding a Production Order for a finished good which also includes finished goods in its Bill of Materials, you will see a checkbox appear allowing you to create the intermediate Production Orders as well, as below:
In some cases however this doesn't happen and this can be the case because of any number of reasons. Examples include:
The sub-assemblies are not low in stock.
The finished good in question does not actually include any sub-assemblies.
Some sub-assemblies in the final finished good BoM do not have a valid BoM associated with them (their BoM is empty).