How to get sub-domain of Wordpress in url structure

I have created a Wordpress install on a sub-domain of my server. So for example my url is www.myUrl.com and I created a subdomain that is essentially www.myUrl.com/sub. I installed Wordpress on www.myUrl.com/sub and it works fine.

The site shows up on that new url as it should BUT when I click a link, lets say 'blog', instead of taking me to http://ift.tt/1CqoNAf it takes me to www.myUrl.com/blog.

I am pretty new to wordpress and have looked up the issue but can't find any answers. I have messed with the absolute path stuff inside the .wp-config file but cant' figure out what to do and if this is indeed the file I need to change. I have also tried to find this on the permalinks page.

Please let me know what other information you need to help me answer this question and thanks in advance.