I'm wondering if we should use sub-tasks in Kanban board? Or any sub-task should be repsresented with a column in the Kanban board?
It depends on what you are trying to visualise.
Kanban is about optimising a workflow and visualisation is an important part of this. If your sub-tasks represent stages of a workflow then it may make sense to represent them as columns.
If, however, your sub-tasks are very fine-grained then this could result in a Kanban board with a large number of columns. Such a board might be difficult to interpret and so would hinder the team's optimisation effort.
There are other options you can use. For example, I worked with a team that used cards to represent tasks and post-it notes attached to the cards to show sub-tasks.
Another thing to consider is if you reduce the size of your tasks then it may no longer be necessary to have sub-tasks.