How to setup apex and www on Netlify, but other subdomains on Linode?

You could do either option A (delegate DNS to Netlify) or option B (configure external DNS.)

Try reading this support guide which provides an overview of the reasons/benefits for each

Based on your setup, I would suggest leaving DNS with the registrar and using external DNS configuration for Netlify as it requires configuring only two records rather than replicating all DNS records.