You only need to check Yes for the question "Have you ever been to China?" asked before this question.
Other countries and regions here exclude territories considered to be China, including the two SARs, even if they form a separate immigration territory, as well as the claimed areas administered by Taiwan/Republic of China.
While the two SARs and Taiwan are referred to as regions, here the word "region" is used to include places like Puerto Rico or St Pierre et Miquelon.
COVA used in other countries other than the US (possibly other countries as well) phrases the question differently with only "countries", but the options are actually the same.
If you wish to clarify why you have visited China without a visa, you can also attach an explanation to the form in the additional information section. Be careful to not give an impression in your declaration that Taiwan or HK is a separate country. But usually you can also explain it to the visa application centre staff and they usually will note it in a politically correct way.