Content delivery networks (CDN) speed up your website by loading static files like images, scripts and etc from external high speed servers and if you don’t like using it, you can ignore it.
To know more, please visit: http://codex.wordpress.org/WordPress_Optimization/Offloading
is it important to use Amozon s3? And which are those external high speed srevers?
As i said, its not necessary to use them. Its totally optional. If you have a website with a lot of traffic and you want to speed up your website to server images, scripts and other static files to visitors, you can use them. For low traffic websites. its usually not needed. A good free one is Photon which is a free service by wordpress and you can use it by installing Jetpack plugin (http://wordpress.org/plugins/jetpack/)
When you installed Jetpack and activated it, you just need to activate Photon and its done. In this case your images will be not be loaded from your website and they will be copied to other servers too to load them.
I suggest you to read more about CDN through wordpress and other resources before making decision about purchasing a service. Maybe you don’t need it at all or even maybe you don’t like to use it!. So don’t make decision before making sure about it.
thank you for your advice, my website has a lot of traffic and I need to use this plugin, but I really need to know the answer of the question which are the servers of the CDN?
or is it enough if I install the plugin w3 total cache and activate it to speed up the website or should I do something else?
CDN companies usually have different servers around the world to serve files to visitors from the closest server to speed up loading process. For example they have different servers in USA, Europe, Asia and ..
By installing w3 total cache the speed of your website increase a lot as it generates static pages from your posts and loading them will be done without running php and MySQL commands and it helps your website to load very faster.
My suggestion for you is installing w3 total cache and configuring it without using CDN currently. I think it satisfies you and if you still are not satisfied, you can try CDN too later.
Configuring w3 total cache, should be done in the right way and you should read about it. Another good alternative to cache your pages is “WP Super Cache” plugin. Its easier to be configured.