If your WordPress blog is at myblog.com
(and you’re not using Multisite), then the WordPress software has absolutely nothing to do with the sub-domain at twitter.myblog.com
. So this re-direction can only be done at your domain registrar or hosting control panel, and not inside WordPress.
There are several ways to do this, but impossible to know which would be the “easiest” way without knowing anything about your domain and hosting setup.
1) Some domain DNS managers allow you to forward a sub-domain to any URL, like your Twitter profile.
2) Your hosting control panel may have a way to redirect the subdomain to any URL. If you’re using a cPanel-based hosting, you should see the “Redirect” option when you open the subdomain in question in cPanel.
3) You can have code in your webserver’s configuration file (eg .htaccess for Apache webservers) to do the redirect.
That’s about as specific as I can be, without knowing anything about your domain and hosting environment. And as I said earlier, this has nothing to do with your WordPress site and the WordPress software.
Good luck!