Is the CDN Server included or do I have to buy my own CDN Server to use the CDN Mapping?

Hide My WP Ghost is not a CDN provider.

The CDN URL Mapping feature is extremely useful when you already use a CDN plugin for your website and want to change the WordPress common paths for the CDN domain too.

Hide My WP Ghost integrates with the most popular CDN plugins.

To learn more about this feature, please check out this resource.