I'd like to assign subdomains to each subwiki:
docs.my-xwiki.net,
boards.my-xwiki.net,
work.my-xwiki.net etc.
Is it possible?
Definitely yes:
http://platform.xwiki.org/xwiki/bin/view/AdminGuide/Virtualization#HHostnam…
note that you additionally need to configure the DNS for all the subwikis to the server
running XWiki;
this is not what XWiki can do for you.