I want AdGuard VPN to be off for a specific app

To exclude an app from AdGuard VPN, open the app and go to Settings → General → Advanced settings → Tunneling exclusions. Once there, click the Add application button and press Select in a pop-up dialog. Navigate to the executable file (.exe) of the app, select it, and click Add.

Similarly, to add subnets to exclusions, switch to the Subnets tab and click Add subnet.