Sub-circuit in Altium
In Altium you have to place ports on the schematic of the sub-circuit to define its outputs and inputs. 

Example:



Once this schematic is ready and you have defined all of its ports, you should switch to the schematic into which you want to place an instance of this sub-circuit.

Now, select the Create Sheet Symbol From Sheet or HDL option from the Design menu.



A list will pop up with your project's schematics, choose the one you want to create a sheet entry (component). A green block will appear with the previously defined port to place.



If you click on it the corresponding schematic will be shown too. If you later want to redefine or just to add some new ports, you can do that as well. Just update the sub-circuit's sheet and then in the main schematic select the Synchronize Sheet Entries and Ports option from the Design menu.