Do I need to add www subdomain?

In the Domains menu you define which domains you want the crawler to visit. Adding a www-prefix instructs the crawler to only crawl the apex domain (www.example.com), whilst adding a domain without the prefix will instruct the crawler to additionally visit all subdomains i.e. blog.example.com, shop.example.com, etc.

Alternatively you could define the domain without the www-prefix i.e. example.com and then create rules in the Crawler rules menu to select specific subdomains for exclusions.