How to create a separate site on a subdomain on one VPS?

Question

Nginx

I have an A record in the registrar panel that redirects *.example.com, example.com and www.example.com to the IP of my Amazon instance.
Do I understand correctly that I don’t need to configure anything at the registrar and don’t create subdomains there, but I can configure nginx so that it gives one site at the request of blah.example.com, and at example.com and www.example.com - another?
And the second question, how to merge example.com and www.example.com?

Answer 1

1) Yes, that's right.
2) What do you mean by "combine"?