If you would like to use in your website code links like cdn.example.ru/images.png instead of 123456789.r.worldcdn.net/images.png, you need to add the CNAME record to your DNS settings referring to your CDN domain.
For example, cdn.example.ru. CNAME 123456789.r.worldcdn.net.
Please note that the CNAME should not coincide with an origin source. Use your CNAME when integrating your website with CDN.