Do I need to create a sub-account for my own agency, like in GoHighLevel?

No. In Votel your own account is the agency account and the master account. Your agency is a business just like your clients, so your account has all the same tools: contacts, email, SMS, calendar and everything else. You work out of your own account instead of creating a sub-account for yourself under a master account, which is what people coming from GoHighLevel are used to.

Anything you create for a client belongs in the client's account, for example connecting their Facebook ads in the click tracking Ads Manager or scheduling their social posts. Keep client work in the client account unless it is for your eyes only, which you can keep in your own Library. For files about a specific contact (ads, videos, contracts) there is also file management on each contact.