I am new, and this cdn is incredibly difficult to understand. Everything is obvious on the dashboard, but you cant tell if its working properly and optimised.
Can anyone make any suggestions? or a detailed video guide?
If your domain is using Cloudflare, then if the DNS records are proxied 
under the DNS tab of Cloudflare dashboard for your domain name, on the lookup you should get Cloudflare IP, also you should see your assigned Cloudflare nameservers on WHOIS for your domain name and also you should see Cloudflare HTTP headers while checking with curl.
May I ask if you’re experiencing some issue in the meantime?
May I ask you to post and share the URL example to the particular resource in a bracketed dot [.] notation with us so we could double-check, troubleshoot and provide some feedback information reagarding the HTTP headers? 
Have you checked some guides regarding the “Speed” tab and optimization?
Nevertheless:
Cloudflare acts as a Pull CDN, like most others, so when a file is requested for the first time, it is loaded in the cache. Subsequent requests will come from the cache until that item expires or is evicted for lack of use until the next request. You’re certainly welcome to use any other service that suits you best.
Helpful information for better understanding of how Cloudflare CDN works can be read at the article from below:
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HI mate
Thank you for the thorough and thoughtful reply -
I have set up the basics in Cloudflare… but the main reason I am not sure if it has worked is that I can’t see an improvement in my page speed.
This is my site it is a Breaking News website WTX NEWS - so I can expect it to be slow, cos of the images and advertising etc. But I should see some improvement.
It is heavy and built poorly, which I am fixing but for now - due to the traffic we receive we need to improve page speed.
The pagespeed.dev score on the website was more or less the same as I had before the setup of the cdn.
Which is why I am assuming I’ve not seen the difference.
Or does it take 24 hours for the website cdn to kick in?#
I’ve even set up a page rule on https://wtxnews.com/* to cache all pages com/* and then not cache wp-admin to allow us to update the posts without the cache kicking in ( which is not working properly because we lost 5 posts as well as that all my I admin settings have gone back to what they were 24 hours ago.
I’d suggest using WP Super Cache or W3 Total Cache plugin to have a “page cache” type (which generated a HTML document and serves to the customers) at your origin host/server first.
Otherwise, if we’d cache everypage and if you’re not using at least Business plan, we’d end up having issues like normal non-loggedin user would see the top “admin bar” while it shouldn’t and similar stuff.
The workaround is to use a Business plan and setup Page Rule with a feature “bypass cache on cookie”. Bypass Cache on Cookie is only available to Business and Enterprise customers.
Otherway would be to configure and use Cloudflare Workers the same way as described here:
The third option would be to use Cloudflare APO feature:
More useful information about it here:
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FYI the quickest way i found to verify that a domain is on Cloudflare is to browse to the cdn-cgi/trace endpoint e.g.
https://wtxnews.com/cdn-cgi/trace (only available if you are on Cloudflare)
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I’ve just checked that but it doesnt make sense to me
Does that mean I am on it or not?
I am using cloudfare btw.
Yes, traffic is going through Cloudflare