[Cache] Add Cache Rules requirement

src/content/docs/cache/how-to/cache-rules/index.mdx

@@ -5,14 +5,17 @@ pcx_content_type: concept
 
 import { FeatureTable, Render } from "~/components";
 
-Use Cache Rules to customize cache settings on Cloudflare. Cache Rules allows you to make adjustments to what is eligible to cache, how long it should be cached and where, as well as trigger specific interactions with Cloudflare’s cache and other Rules products for matching requests.
+Use Cache Rules to customize cache settings on Cloudflare. Cache Rules allows you to make adjustments to what is eligible to cache, how long it should be cached and where, as well as trigger specific interactions with Cloudflare's cache and other Rules products for matching requests.
 
 Cache Rules can be created in the [dashboard](/cache/how-to/cache-rules/create-dashboard/), via [API](/cache/how-to/cache-rules/create-api/) or [Terraform](/cache/how-to/cache-rules/terraform-example/).
 
-:::note
+:::note[Notes]
+
+Cache Rules require that you [proxy the DNS records](/dns/manage-dns-records/reference/proxied-dns-records/) of your domain (or subdomain) through Cloudflare.
+
 Rules can be versioned. Refer to the [Version Management](/version-management/) documentation for more information.
-:::
 
+:::
 
 ## Rules templates