This header is coming from your website/web server itself. You need to make sure your server sends the correct header (in this case cache-control: public, max-age=<number of seconds>).
If you’re having trouble, you can also try a page with with the “edge cache TTL” setting, just be careful as any dynamic content covered by the page rule will start also being cached.
And what is wrong with the server? I understand that the server is sending that header and therefore Cloudflare detects it and does not save any files.
I do not know if I will have problems in the configuration of Apache, Ngix, PHP …
If you’re using Apache it’s probably in .htaccess, if it’s not there it may be hard to track down where that header is being set. You may also find success in asking your host.
That is a question for your host, they may have it set up to disallow .htaccess or they may not use apache at all (Apache is the only software that uses htaccess). You should contact them.
My hosting company has provided me with this htaccess and I have inserted it in the root of my site.
For now I’m still not having my files cached.
What could be happening?