IP Addresses for Domains and their Subdomains the same?

I would like to know. When a domain example.com has an IP address: 41.72.111.222, would any of its subdomains (sub.example.com, mail.example.com etc) have the same IP address listed in the DNS records? Or does it work like this: A request is sent from the browser to the DNS server for sub.example.com. The DNS server returns the IP address for example.com, and the split/differentiation is made when the request for sub.example.com hits the example.com host server? So the host server basically know what to do with sub.example.com and not the DNS server?