If you already have the source clip cut as needed within a sequence then it’s just a matter of right-clicking on each sequence clip instance and choosing “Make Subclip”. But it sounds like you actually want to set multiple in and out points (even overlapping ones perhaps?) across a sequence, is that right? If so, there is no direct way to do that. You could try using markers by adding a marker (segment or other type) and assigning it a duration so that it marks a range of frame instead of just one. Once it’s created, you’ll be able to trim it in and out similar to trimming an actual clip or in and out points on the timeline. The only problem with that workflow is that markers are created to mark just one frame by default, so you’ll always have the extra steps of 2x clicking the marker, assigning it a duration and then trimming it to mark the actual frames you want.
If you’re inclined to use prelude, their workflow is much more tailored to what you want to do, but even then I’m not sure how it will handle separate video and audio files which need to be linked after being ingested.
I’ll be interested to know if any of these methods work for you, but if it were me I’d plan on just using the razor tool to edit the source after adding the media to a sequence and manually syncing and linking them.