the browser will automatically cache resources from the page, so as you navigate through the website, any resource that was previously requested, is loaded locally.
That said, there is also caching that can be implemented on your website. Let's say there are a lot of database requests when you visit a page on your website. You could cache the HTML on the website so that when it is requested by a visitor, the page cache is served without having to make all of the database requests.
Depending on how your website is built, this may be simple or complicated to implement. WordPress, for example, as many different caching-related plugins to help you with that.
~Sovereign