Do I need to use Varnish to use

Will work as a CDN without setting up Varnish?

Yes you can use without Varnish. Varnish is an optional add on to your installation.

Without Varnish set up you will still have all the advantages of section including:

  1. Network level DDoS protection
  2. HTTP/2
  3. Free SSL certificates and certificate management
  4. Globally distributed SSL handshake
    and more.

You can also choose to run ModSecurity for a Web Application Firewall on its own or in addition to Varnish Cache.