They are done with parenthesis, and allow to perform complex searchs. Example:
SELECT name, year FROM friends WHERE year = (SELECT year FROM friends GROUP BY year ORDER BY count(*) DESC LIMIT 1);
If the subquery returns more than one value, use IN instead of =. Example:
SELECT name FROM friends WHERE citycode IN (SELECT code FROM cities WHERE name LIKE "C%");
First do a query with the subquery (the part in parenthesis) to check that it is valid and returns what you want