I found problems adding an already used domain as a website eg. if startnet.co.uk was already on Siteground it didn't like me adding test.startnet.co.uk when creating a website. So found this solution:
Login to Siteground.
Add a new Website
Pick "Temporary Domain".
Let it set the site up.
Point the DNS for the sub-domain to the Siteground server. Wait for that to propagate (hopefully about 5mins)
Go to Manage the website -> Change Primary Domain.
Change the domain to the sub-domain name. It will then go and update everything to that domain.
Wait 10mins for it to set everything up. I didn't do this the first time and it didn't create any control panel under Tools!