When you access a website, say lemmy.world, your browser will say to cloudflare "I want to access lemmy.world"
Cloudflare may not host the website but do something like DDOS protection so all the traffic to that site goes through Cloudflare then back out Cloudflare to the correct web server.
If Cloudflare have been told to block the traffic by law or court order, all Cloudflare has to do is stop responding to people saying "I want to access lemmy.world"