While CDNs are good for performance, you dont need to necessarily enable them just to use
Just modify the
Config > write-manifests.json and add your SharePoint location as below:
Upload your artefacts in the Site Assets or any other document library.
After that, run the
gulp bundle --ship and
gulp package-solution --ship and follow the instructions mentioned in the link that you shared and upload the app in app catalog.
cdnBasePath you can consume files directly from SharePoint library itself instead of enabling Office 365 CDN or using Azure or another CDN provider.