Choosing a Domain
If you have an application that needs to run on a subdomain that is not 'www' (like: api.example.com or help.example.com), there are no further considerations.
Choose the correct domain from the list presented in the Expedited WAF setup flow.
The www subdomain is a special case because, from a UX standpoint, ordinary users treat www.example.com and example.com as equivalents.
Choosing the 'www' subdomain option implicitly covers BOTH www.example.com and example.com.
Apex Domain (no subdomain)
If you want people to browse your site from the apex domain (example.com) you should still choose 'www' because you'll be able to let people connect on www.example.com and then redirect them to example.com.