With caching, all retrieved XRD/JRD files will be stored locally, which leads to faster lookup times when the same identifier (email address) is loaded again.
You should use caching when your application often does WebFinger requests. For older RFC 6415-based webfinger implementations, it reduces the number of HTTP requests to the same server from 2 to 1 for each lookup.
<?php
require_once 'Net/WebFinger.php';
require_once 'Cache.php';
$wf = new Net_WebFinger();
$wf->setCache(
new Cache('file', array('cache_dir' => sys_get_temp_dir() . '/myapp'))
);
$react = $wf->finger('user@example.org');
$openIdProvider = $react->get('http://specs.openid.net/auth/2.0/provider');
?>