There is no setting to move the images to CDN, there is a setting to move the images from the file system to the database and the reverse (Database to file system). This is done by going to all image libraries. select a library ->Actions->Move to another storage.
Sitefinity 4.4 supports windows Azure blob storage where the images can be uploaded, but there is no support for Amazon. In case this can be useful to you to create a new storage provider for Azure go to Administration->Settings->Storage Providers and there you will see database and file system already existing with an option to add new storage provider for Azure. This is the first cloud storage provider we have added to Sitefinity, for the next release in mid february a new storage provider will not be introduced. Excuse us for the inconvenience.
All the best,
the Telerik team
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