If my domain is abc.com, do I also have to add my subdomains like mail.abc.com and www.abc.com so email sent to them gets filtered also?
No. AnteSpam will accept and filter email for all subdomains for a domain in AnteSpam. However, if you have abc.com and want to filter ONLY email going to support.abc.com, you can just set up the account for support.abc.com and change the DNS MX record for just that subdomain to be sent to antespam.com.