How can I achieve this in IIS:
When I'll write in the browser: www.mydomain.com/mydirectory to go and point to subdomain.domain.com but the url to be like I've written it in my browser (eg.www.mydomain.com/mydirectory )
You can't rewrite a url to a different domain. You'd either have to do a redirect, or you can use an iframe to contain subdomain.domain.com inside of the page you have at www.mydomain.com/mydirectory.
If you want to rewrite subdomain.domain.com to something like domain.com/subdomain, this would be possible since it is the same domain name, here's the rule in web.config:
<rule name="RedirectSubdomain">
<match url="(.*)" />
<conditions>
<add input="{HTTP_HOST}" pattern="(.*).domain.com" />
</conditions>
<action type="Rewrite" url="/{C:1}/{R:0}" />
</rule>