Correct they don't use the CDN unless you enable it, however the caching is part of the Managed WordPress system.
To add the domain you goto https://myh.godaddy.com -> Your site -> Settings -> Attach domain (lower left side) - once you go live you can then add / switch to the actual domain
Check out my site! | I currently manage over 300 WordPress Websites
* Please note that I offer free advice on this forum. Thank You Info If you would like personalized help, please contact me. Otherwise, please ask your question in the proper forum so the answer can assist EVERYONE in the community and not just you. Thanks! *
Once your issue is resolved,
please be sure to come back and click accept for the solution