I understand that you are trying to set up Email communication services for a domain you own on Namecheap, and you are having trouble adding the required CNAME records.
Based on the info you have shared, it seems that you are trying to add a CNAME record for a subdomain called "forum" on Namecheap.
Host: selector1-azurecomm-prod-net._domainkey.forum
Just to clarify, you have added the enter the full CNAME record name, including the subdomain "forum", in the "Host" field? You have mentioned "..as the host but it doesn't work.", do you receive any specific error message?
Once you have added the CNAME record, as mentioned in the doc - Typically it takes about 15 minutes for DNS changes to take effect. However, it can occasionally take longer for a change you've made to update across the Internet's DNS system.
You may use a DNS lookup tool to check if the CNAME record has been successfully added.
Also, just to highlight the same doc tutorial you shared, provides additional info on CNAME records configuration on Namecheap registrar.
Kindly let us know, I'll follow-up with you further.