Ok, then how will this work: $class = MyModule::MySubModule;

The obvious answer to that question is: It won't work.

This is giving error for wrong syntax.

Unsurprising. If your code isn't syntactically correct, you will get an error.

Is there a subroutine called MySubModule in the package MyModule?

If not, what do think $class will end up containing?

The lesson here is that if you make stuff up when asking a question, instead of showing the actual problem code; the answers you get probably won't work for your actual code. So stop being ... and ask the real question you want answered!