How to setup Cloudflare CDN using WP_Rocket plugin?

I am using WP rocket where the Cloudflare setup is already there. So they are telling in forum as no need to setup anything after adding here cloudflare details. But is it like i no need to change the nameserver in my hosting and it will work as CDN?
Because i am using SSL from my hosting so i no need to use, so again do i need to setup SSL or not?
Please suggest me total setup and understanding.