SiteGround promotes their WordPress plans with CDN integration. A free Cloudflare service is used, which every user can also use outside of SiteGround. To use the full potential of CDN, I recommend the use of a paid CDN (the costs are very low even with Azure CDN, because you pay per gigabyte). The configuration for SiteGround works exactly the same as for other hosting providers. I recommend WP Rocket, Perfmatters or CDN Enabler for setup. Make sure you don't have two CDN services enabled at the same time.