Before pointing your domain to GitHub, you will need to configure your GitHub Pages site:
https://help.github.com/articles/adding-or-removing-a-custom-domain-for-your-github-pages-site/
You can see their DNS guide here:
https://help.github.com/articles/quick-start-setting-up-a-custom-domain/
For Subdomains:
https://help.github.com/articles/setting-up-a-custom-subdomain/