Yes you would yave to select a region with world edit. Now to make sure you select every block from bedrock to the sky once you select the region type //expand vert (this works for setting it to an item too) then just type /region def [name you want here]
(MAKE SURE YOU REMEMBER THE NAME YOU SET IT TO, SO YOU CAN ADD PLAYER LATER ON)

thelifrsOk so i made a huuuuuuge Kingdom for my server and i want to use worldguard to Make it protected so mobs dont spawn, do damage theirs no lava, tnt or players can destroy or Build
Can anyone teach me how to do this or get on my server and do it for me?

thank you

I could do it, but if you have it installed and you have the permissions for it, do this.

/region define <Nameofplace> <owners>

Also, make sure youve selected it with //wand or a wood axe.