There are two ways for Cloudfront to work.
1. You upload all your wordpress static files (you wp-content and wp-includes folders) onto Amazon S3, then tell Cloudfront to get your files from Amazon S3 as it needs them.
2. You tell Cloudfront to get the files directly from your site as it needs them. This second way is called ‘Origin Pull’.
The advantage of 1 is that if you ever change your wordpress host, your entire wp-content folder is stored off-site at Amazon S3, so you don’t need to even copy your wp-content folder to your new wordpress installation. The new S3 wp-content folder becomes your wp-content folder – you can even load images directly to S3 and then insert them into your wordpress posts.
The advantage of 2 is that it’s easier and cheaper, and you don’t need to upload the files to Amazon each time you make a new post.