When you create a fragment, you can either select an existing subform or select one or more objects. If you select objects that are not in a subform, the objects are wrapped in a subform when the fragment is created.
Note:
After you create a fragment by selecting existing objects, update any script references in the fragment to reflect that the objects are wrapped in a new subform.
To define the fragment in the current file, select Create New Fragment in Current Document and go to step 9.
See also 

To create a fragment