What is the best way to link Subdomain names?

[admin]

Lets say you have the following:

One domain name: mysite.com

5 other subdomain names:
red.mysite.com
blue.mysite.com
green.mysite.com
yellow.mysite.com
brown.mysite.com


Now should I link my Domain name to each one of these 5 sub-domains..without having my subdomains link back to my main Domain name?

Or should I set up my links so that my subdomains Link to my main Domain only.

Any information is appreciated.

Thanks