Cloudflare doesn’t cache html files by default. You can force Cloudflare to cache the pages with Cache Rules, but you should be aware that this will most likely break your site unless you really know what should and shouldn’t be cached.
You will also need to manually clear the Cache whenever you make changes or post new content.
Cloudflare also offers a Wordpress Plugin to automatically do this. It costs 5$ per month and is also included in the Pro plan.