What kind of domain is that? how to make one?

I have a website, mainly for landing page for my product. But I think I want to make blog along with my website. Which one should I pick? Subdomain or addon domain? I find so many website that have blog with this format https://mywebsite.com/BLOG instead of https://blog.mywebsite.com

How to make my blog address goes like this? https://mywebsite.com/**BLOG** ?

And which one should I use? subdomain or addon? Can both do the same?