What is CDN?

In short, Content Delivery Network (CDN) caches your public assets of your site in distributed servers, so if you have a website that is hosted in a server located in the US for example and you're living in Japan, the website static files will be loaded from the closest server to you and not from the server directy.

Refer here to Microsoft Documentation about enabling CDN to your PowerPages site

Watch the below video for detailed information about CDN

Is it worth it for our site?

The more cache-able files your site has the more the effect will be

If the content of your site is mostly dynamic based on Dataverse user permissions, profile and related records, then I would say the effect will be tiny because not much is cached in CDN.

If you have a lot of static assets and static pages, then the effect will be higher as more files are cached.

Only files that are part of a webpage that can be accessed by anonymous users are stored on Content Delivery Network servers; authenticated files are always delivered from the application server.

Check privacy notes here

How to enable it

Note: you can only enable CDN for your Production PowerPages website

Navigate here to enablement steps

Can I control which files to be cached?

Yes! you can configure which file extensions you want to cache to CDN

Explained here

Overall

CDN has many benefits, and it would be beneficial for your site.

This feature can be disabled by the administrator any time!