Doesn't really matter unless you'll rotate the building.
See Shading:Zone:Detailed:
This object is used to describe attached “subsurfaces” such as overhangs, wings or fins that project outward from a base surface. This classification is used for convenience; actually, a device of this type can cast shadows on the surface to which it is attached as well as on adjacent surfaces. For example, a fin may shade its parent wall as well as adjacent walls
See the documentation for Detached Shading Surfaces, especially Shading:Site:Detailed and Shading:Building:Detailed.
If relative coordinates are used (ref: Field: Coordinate System in GlobalGeometryRules), shading surfaces entered with Shading:Site:Detailed remain stationary if the building is rotated, whereas those entered with Shading:Building:Detailed rotate with the building. If world coordinates are used Shading:Site:Detailed and Shading:Building:Detailed are equivalent.
I generally choose to use a detached shading group (image c, purple)
Note that whether or not you put the shading surface to "touch" a building surface such as a wall, it won't participate in heat transfer anyways.
