There are a bunch of reasons why the flowers of cucumbers, and other members of the cucurbit family, including pumpkins, squash, and melons, may not all set fruit. First, all of these plants have separate male and female flowers. Only the female set fruit, of course, with the help of the male. After a week or two, female flowers open, along with more male flowers, and fruit will set. Secondly, flowers dropping in large numbers is probably due to insufficient pollination.
Bees do the work of moving pollen from the male to the female flowers.
Bee flight is often in full swing between 7 and 8 in the morning. Look for them then. If there aren't enough bees, or if the conditions are too windy, too cold, or too wet for them to fly, the female flowers won't be pollinated and they'll drop without setting fruit. Wind above 10 to 15 mph or temperatures below 55 degrees Fahrenheit can dampen bee activity. Lastly, sometimes under very dry, windy conditions the female part of the flower through which the pollen tube grows toward the egg can dry out, blocking proper fertilization.