I'm going to use CloudFlare for one of my websites but when I have visited a website then it's showing me this
What is it? Does it come from my hosting problem? why Cloudfare doesn't save a cached version?
It basically means that Cloudflare is not able to pull your site content from your hosting provider. Server down, code errors, incorrect page rules, IP blocking, are a few of the things that can cause this.
Try turning off Cloudflare by clicking the orange cloud in your DNS settings. Can you see your site now?
Cloudflare does store cached copies of your static files, and they have a always online feature, but this depends on what plan you have, if Cloudflare has had time to cache your entire site, and how you have your settings configured.