Each of the websites is located onto the phisical device connected to the Internet.
Out there on the market, there are companies (providers) which offer such services to purchase hosting package from them. Or we can purchase the device in a whole (pay more for it), or a part of it, etc.
May I ask if you have your content (HTML documents, images, other files) located somewhere yet, or not? Maybe you are still developing your Website, or someone else is doing it for you? If so, they’ll either provide you all the files, or ask you to provide them the information where to store and upload them so they’d be available to everyone on the Internet.
It’s like buying a bucket and putting your fruits from your garden into it, placing the bucket with fruits onto the table and offering it to anyone on the street who passes by to see how they look like and if someone ask you some question, you provide the answer and information to them
In other words, you need a website, hosting and domain so other would be able to find what you offer and read your content to find out helpful information for them.
Currently, Cloudflare does not offer a standard and usual web hosting service like web hosting service providers such as Hostgator, GoDaddy, and similar which you do need at first sight.
However, despite this, there are few available options to store and upload files to Cloudflare (files, images, connect 3rd-party service, streaming videos, etc.).
At the DNS tab of Cloudflare dashboard for your domain name they should be listed in a table view.
Example how to identify them:
Seems like you’ve done those steps and are a bit familiar with them already.