That post is referring to a Cloudflare integration that existed in the control panel some years ago, which allowed you to use Cloudflare without changing your nameservers to theirs, but wasn’t that good and was abandoned by Cloudflare, so the Admin was recommending people to use Cloudflare directly.
As this integration no longer exists, that post is no longer relevant. There is still a small chance your website might break temporarily if your configuration is incorrect, but Cloudflare usually automatically detects the records that need to be created, and if it does not, we have a detailed community guide that can help: