1. If you are in the Lobby you need to return to the Main Menu, check the screenshot on where to click (bottom right).
2. Then look at the bottom you will see your current server. This will be a location. You can press Tab on PC or you can click on it. Screenshot below.
3. Then a list of servers will be shown. They are sorted in ascending order of ping/latency. The smaller the ping the more responsive the games will be.