If you take a wildcard certificate *.example.com, you need to add the domain example.com to the certificate, because a wildcard is valid only for one level (not for a.b.example.com or example.com). And the wildcard impose a DNS challenge.
Yes, if you use a SAN certificate for example.com abc.example.com and def.example.com you'll need to validate tree challenges.
PS: you posted in the "Help in French" category, was it a mistake?
Update: I moved that subject to Help instead of Aide (en français)