If your wordpress is not including www. in start of your web url and its showing your url like http://mydomain.com/ even you type www.mydomain.com it takes you to http://mydomain.com that is not to worry thing.
Include www. in start of your wordpress website just go to your wordpress backend in settings go to general and change there WordPress Address (URL) from http://yourdomain.com/ to http://www.youdomain.com do same for Site Address (URL).
Having www. in start of your domain is better for search engine optimization as well. Remember http://yourdomain.com is different and http://www.yourdomian.com is different for search engine.
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