My website's http header has weird information
It means you have no additional caching mechanism and the default Drupal caching will be used, several of my sites also return this header without any problem.

On other sites I use different mechanisms to control the caches, Memcache or Redis in addition with Authcache gives you quite a lot of additional control over the caches, but you'll need access to additional resources on the server.

Another aspect I've heard about is Varnish but I have no knowledge of using this myself.