Is it possible to create a new path / directory for each site?

I want to point a sub-domain to a site on my 2-site Multisite network. EG:

SITE 1 URL:
https://www.domain.com/wp/
SITE 2 URL:
https://www.domain.com/wp/site2

I want SITE 2 URL path to be accessible via a sub-domian created in cpanel, so that when I type: https://site2.domain.com it displays my SITE 2 WordPress blog located at https://www.domain.com/wp/site2.

Is this possible?

The problem I have is, when creating the sub-domain, I’m asked for the Document Root for the SITE 2 blog. It doesn’t have a path of it’s own, so I don’t know what to do.

I guess as a last resort, I could always have a second install of WP, but didn’t know if there was a solution to allow it to work on a network?

Any help would be appreciated.