DNS settings and protection

How do you change your DNS settings in Linux/Windows?
I was trying to change my DNS settings but don’t really know how to? Can anyone help me with this?
And if i change my DNS settings, will it protect me on my online privacy?
Thanks

DreamProxies - Cheapest USA Elite Private Proxies 100 Private Proxies 200 Private Proxies 400 Private Proxies 1000 Private Proxies 2000 Private Proxies ExtraProxies.com - Buy Cheap Private Proxies Buy 50 Private Proxies Buy 100 Private Proxies Buy 200 Private Proxies Buy 500 Private Proxies Buy 1000 Private Proxies Buy 2000 Private Proxies ProxiesLive Proxies-free.com New Proxy Lists Every Day Proxies123