There is no application for Windows to allow you to create blog sites, but if you have a website with MySQL and PHP enabled, you can use Wordpress MultiSite. Wordpress is the most known blogging platform, very flexible and easy to use that allows you to create blogs using subdomains. I recommend you to visit the official website and read the instructions on how to get started.
Before installing Wordpress, go to the FTP site and edit wp-config.php and add the following code:
/* Multisite */
define( 'WP_ALLOW_MULTISITE', true );