example.com is zero-rated, does this include subdomains of the
example.com domain, e.g. would
books.example.com also be zero-rated or is zero-rating applied to the domain itself only?
If a provider zero-rates a domain, there's no guarantee that they zero-rate subdomains too. This is because as far as DNS is concerned, each subdomain is considered to be a completely separate fully qualified domain name.
If their zero-rating system is based on something other than DNS, then, again, there are no guarantees.
Edit: As Stephen mentioned in the comments, there may be good business reasons for a provider to zero-rate both a domain and all its subdomains. But that's a question of legal agreement, not a technical question.