No, it follows every link recursively, as long as they are part of the same domain.

So, if you add example.com, the crawl starts at / and all links found therein are added to the queue, and so on. For convenience www.example.com is also considered within crawl scope (and viceversa). Everything else is treated as an external link, so tested but not parsed.

Is it possible that your links are hosted on another subdomain than the one you have entered? I'll do a deeper dive into this issue tomorrow.