Selectel CDN does not take images from the site. What's wrong?

Question

CDN

Hello! Guys, tell me what I'm doing wrong. I go to the control panel, click create a CDN resource, add my site there. After the resource is created, I enter the address of our CDN resource and add the path to it, for example, some image from the site. Nothing happens, gives a 404 error.
How so? What's wrong? Or is there not a site to add?
I wrote to them in support, they loaded me with too abstruse concepts, I did not understand anything. And what about instructions? what do they want from me? I do not understand. The site is on a regular hosting, how content can not be given there.
Here's what support says:

Please check that the content source is configured correctly and handles connections from your domain. For example, if NGINX is used as the main server, then according to the instructions (slc.tl/jZVt1), you should specify your domain in the configuration file.
Details on getting started with CDN can be found in our knowledge base kb.selectel.ru/42077411.html

Answer 1

Hello,
can you explain

enter the address of our CDN resource

Is it the domain that selectel automatically generates for you or your domain that you created for the CDN?
If the latter, did you create a CNAME record in the DNS settings of the domain?