Selecting this option will block all sub pages of the Website URL.
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Examples:

If your Website URL is http://mywebsite.com, then all pages http://mywebsite.com/blog, http://mywbsite.com/blog/article, http://mywebsite.com/shop etc. including http://mywebsite.com will be blocked.

If your Website URL is http://mywebsite.com/shop, then all pages of the shop, http://mywebsite.com/shop/productA, http://mywebsite.com/shop/productB etc. including http://mywebsite.com/shop will be blocked.