"isn't there any feature available in OpenDNS with which we could find all list of sub domains by typing just main domain?"
OpenDNS does not have such a feature as far as I know. However, you can use https://www.webpagetest.org/
Enter the URL, and after the test visit the Domains tab for a detailed list of domains being used by the web page.
"whenever we want to unblock any site (Eg: Drop box)"
Well, why do you block it at the first instance? Maybe your settings are too restrictive? Btw, you almost do not need to unblock subdomains. For example, if you enter dropbox.com, this covers this and all its subdomains too like www.dropbox.com, images.dropbox.com, static.dropbox.com, etc.