Do I NEED to install a caching Plone product for Enfold Proxy to cache items?
Generally yes. If you have not installed a product like CacheFu or Chasseur (which comes in Enfold Server by default), EP will cache static resources like cascading style sheets (css), JavaScript (js) and images. That certainly helps, but the biggest “wins” comes from EP’s ability to cache html content within Plone with content such as http://www.originalfunsite.com/news. However, developers may choose to specify http headers in the Plone templates; in this case, it might be helpful to consult the list of supported headers on Enfold Proxy.
