Recent advances have shown the success of using reinforcement learning and search to solve NP-hard graph-related tasks, such as Traveling Salesman Optimization, Graph Edit Distance computation, etc. However, it remains unclear how one can efficiently and accurately detect the occurrences of a small query graph in a large target graph, which is a core operation in graph database search, biomedical analysis, social group finding, etc. This task is called Subgraph Matching which essentially performs subgraph isomorphism check between a query graph and a large target graph. One promising approach to this classical problem is the "learning-to-search" paradigm, where a reinforcement learning (RL) agent is designed with a learned policy to guide a search algorithm to quickly find the solution without any solved instances for supervision. However, for the specific task of Subgraph Matching, though the query graph is usually small given by the user as input, the target graph is often orders-of-magnitude larger. It poses challenges to the neural network design and can lead to solution and reward sparsity. In this paper, we propose N-BLS with two innovations to tackle the challenges: (1) A novel encoder-decoder neural network architecture to dynamically compute the matching information between the query and the target graphs at each search state; (2) A Monte Carlo Tree Search enhanced bi-level search framework for training the policy and value networks. Experiments on five large real-world target graphs show that N-BLS can significantly improve the subgraph matching performance.