One easy way to test if your site or a specific resource is being cached is to use webpagetest.org. If you put the url in and run a test, you can then go to the details page on webpagetest.org after the test has run. The response headers will show the following if CloudFlare is caching your site or a specific resource:
If you have access to terminal, you can also check a particular resource by using this command:
curl -svo /dev/null http://theurloftheresource
(such as yourdomain.com/css; you would just put in the url you want to test)
A status with a miss means CloudFlare is not caching that particular resource. Expired means that the resource is no longer in our cache.
More reading about CloudFlare's CF-Cache-Status responses.