My website's dns records are all same in all global countries?

My origin website is located in HongKong, after setting its DNS Record(A Record) in Cloudflare, the domain’s IP is resolved to an address which located in the US.

In this case, How Cloudflare speed up my website for the users who come from HongKong? Will every request being sent to the Cloudflare located in the US thought the whole ocean?

No. Users will be routed to the closest edge.
China is a bit special because the traffic costs are higher than elsewhere and IIRC Chinese users will not hit an Edge in China If you are on free or pro. (I may be wrong)

You can check which data center serves your content:

You will see an airport code like LAX, für Los Angeles or TXL for Berlin Tegel and so on

thanks I get it now

The fact that an IP is registered to an organization in a certain country, does not necessarily say that the IP is located in the same country. IP traffic is routed by the Internet towards the closest (and there are many definitions of “closest”: it can be by geography/physical distance, cost, legal contracts, etc) router that announces to the Internet that it serves this IP. You can know more about this by reading about protocols like BGP. Some IPs are announced from more than one physical location in the world concurrently. You can read about Anycast.

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