Do I need CNAME for subdomains to work?

My DNS is currently managed in CloudFlare ( NameServer to domain registrar )

I have a dummy Wordpress site at ae-stage.dev ( non secure only at the moment ). The site loads fine but a subdomain, sellingtoschools.ae-stage.dev will not load ( no errors, etc from the browser ).

My IT person says we only need the A Record to point t the IP address and he will handle subdomains on the server. Is this accurate? Cloudflare’s own notices inform me that without a CNAME, www.ae-stage.dev will not resolve. So how can sellingtoschools.ae-stage.dev resolve if www.ae-stage.dev will not? Thanks.

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