The CDN system only accept origin as it is with the hostname. The CDN hostname will follow the subfolder tree as per origin.
For example, when you create a CDN resource, you have to insert "domain.com" or "subdomain.domain.com" as the origin. You are not allowed to insert "domain.com/folder" as the origin.
If you would like the CDN to cache only the content in "domain.com/folder", we suggest you to move the content in "domain.com/folder" to a subdomain called "folder.domain.com" and use it as an origin instead.