A finite field $\mathbb{F}_q$ is contained in the finite field $\mathbb{F}_r$ if and only if there exists a prime $p$ and integers $n$ and $m$ such that $q=p^m$, $r=p^n$, and $m|n$. This follows because $\mathbb{F}_r$ is a vector space over $\mathbb{F}_q$, and so will have $q^d$ elements for some $d$; and because finite fields must have order a power of a prime.
In particular, $\mathbb{F}_{2^{15}}$ contains a field with $2^r$ elements if and only if $r|15$.
While every subfield is a subspace, not every subspace is a subfield. For example, the field with four elements can be realized as
$$\{a+b\alpha\mid a,b\in\mathbb{F}_2,\ \alpha^2=\alpha+1\}.$$
Then $\{b\alpha\mid b\in\mathbb{F}_2\}$ is a subspace, but not a subfield.