There’s instructions in the user guide for the front panel. But it doesn’t say if I should connect Subphatty via USB or MIDI cable.
Do I need to set up a VST track with the plug-in in my DAW 
Either connection is fine - it’s still seen as midi by your computer.
You could record the midi into a track in your DAW or preferably get something like the free ‘midi-ox’ (google it) and do a proper sysx-dump to that and save the file. It’s very simple to work with patch dumps with the Sub 37 as it’s modern and the USB connection doesn’t even need a driver. Any midi app will see it (as selectable - in Midi Ox you’ll need to set up “Moog Sub 37 usb” or whatever it’s called as your incoming/outgoing port to save/reload patches). I have a PCI midi interface on my PC for my older synths but I use USB on the S37 for this stuff.
Just realised you wrote subphatty not sub 37 but same should apply if it has a USB port.
BTW I do think it’s a bit confusing having ALL the phatties lumped into one forum. Sub 37 deserves it’s own sub forum imo to make things less noisy and more on topic for our synths in question. 
I agree. That would make sense. Thanks.