A CDN is a network of servers. The servers store static assets from your site, and this helps to decrease load times for users. Static assets are things that do not need to be compiled on the server, but can just be sent to the client. This can include CSS and JavaScript files.
A CDN is different from a site’s origin server. CDNs only carry static files from the site, not the entire website.
Having a server that’s physically far away from the user can make load times significantly longer. Having a CDN spreads out static assets over multiple servers, so the server closest to the user can deliver the necessary content.
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How to Use a Content Delivery Network (CDN) with WordPress