Insert the sub-project, then create the dependency links between the master project’s tasks and the sub-project’s tasks
Ideally, maintain the sub-project as linked, to the master project (make updates to the linked version of the sub-project); otherwise, the links may go away if you delete/re-add a modified sub-project.
To create the link:
1) Select the predecessor task
2) Hold the CTRL key
3) Select the successor task and release the CTRL key
4) Press the “link the selected tasks button” key (Ctrl + F2) in the Task Menu.