Your syntax is close! In order for your concat statement to give your desired value, you'd need to separate fields from text strings. In this case, your formula should be: concat("mailto:", my:Request/my:EMPLEmail, "?subject=", my:Request/my:form_name).
Notice how mailto: and ?subject= are enclosed with quotation marks --- that is how you define text strings. For fields, you simply enter their XPath, without quotation marks and then separated by commas.
Hope that helps!