Just use the site address URL, http://example.com
From the literature: `When the custom CDN URL works, you can access all files in your site via that URL and it will be delivered through the MaxCDN content delivery network.
For example, if you normally open an image from example.com/images/example.jpg, that same image now opens with cdn.example.com/images/example.jpg as well, and it’s loaded from content delivery network.`
This would be exactly the same for cdn.example.com/wordpress/wp-content/uploads and cdn.example.com/wordpress/wp-content/themes/twentyten or whatever else.
So going this route, everything below your root will be available via CDN, including all your wordpress files. Why complicate things?