That's not correct.
If you would like to extend CloudFlare's CDN to cache more than static content by default, you can use Page Rules to extend the caching capabilities to cache more content. Page Rules can be accessed by going to the settings for the domain that you want to create a Page Rule for.
If you want to cache everything on, say, https://www.yourdomain.com, then you would want to input the URL like this
*yourdomain.com* (include the asterisks) and choose "Cache Everything" in the cache option drop down selectors.
By the way, if you have a WordPress site ~ caching everything can cause issues with admin and login sections of the site, and other logged in sessions. If you do not want to have caching function on these specific urls, then set Page Rules to exclude
*yourdomain.com/wp-login/ before creating a Page Rule to cache everything.