[Solved] Created Two DNS in two different Provider

What is the solution for me to point www.domain.com to my web app
domain.azurewebsites.net and without affect mail.domain.com?

We can add CNAME record to your web app service like this:

Host          type                value
www           CNAME               xxx.domain.azurewebsites.net

how about if I set cname * and point to domain.azurewebsites.net, will
it affect mail.domain.com?

If you set CNAME * and point to domain.azurewebsites.net, that will not affect mail.domain.com.

Because mail type is MX record, that will not affect CNAME record.

Hope this helps.