Do they exist?

In an atom, all shells and subshells exist. However, in ground state of the atom, the electrons only fill in the subshells with the lowest energy levels.

A simple example is hydrogen atom. Hydrogen atom has only 1 electron, but all shells and subshells (i.e. 1s 2s 2p 3s 3p 3d 4s 4p 4d 4f 5s ........) exist. In ground state, the electron in H atom would fill in the subshell of the lowest energy level (i.e. 1s subshell). On absorption of energy, the electron would promote to a higher energy level (it may be any subshell such as 2s, 3s, 3p, 4f, etc) and it becomes an excited state.

A subshell is NOT a space around the atom. A subshell is only used to describe the energy level and the state of motion of electrons in this subshell. For example, an electron in 3d subshell means that the energy level of the electron is the energy level of a 3d subshell and the electron is moving around the nucleus in the form of a 3d subshell.