that message may come from a performance analysis using Google's PageSpeed Insights.
as @davilima6 already mentioned, you must configure resource caching using plone.app.caching configlet in the control panel. that might not to be very clear if you don't know exactly what you're doing… in fact that might not to be very clear even if you know what you're doing.
I normally use nginx as the web server in front of all my deployments; for me is easy to add the following lines in every configuration inside the main location part:
if ($request_uri ~* ".(avi|css|flv|gif|gz|htc|ico|jpeg|jpg|js|mov|mp3|mpeg|mpg|png|rar|swf|txt|wmv|woff|woff2|zip)$") {
expires 7d;
}
that will override the configuration for most static files served from your Plone site; you can change the expires value for whatever you want, and there are different ways to accomplish this as you can see in the documentation of the ngx_http_headers_module.