windowscentral[.]com/change-your-dns-windows-10
This article talks about Windows 10 because it's Windows Central & that's what they tend to do -- don't see anything written about that wouldn't work just as well in 7 or 8, including the app the author links to.
DNS servers sit between you and whatever site you want to connect to. Some are faster than others, often depending on what route communications take between you & wherever that server's located. You can Google on something like "gaming dns server" [w/out quotes] and get quite a few suggestions -- the article talks about how to test to find the best for you, then shows how to use a free app to change your DNS server.