1. If you are in the Lobby you need to return to the Main Menu, check the screenshot on where to click (bottom right).

Lobby screen, bottom right highlight shows button to return to Main Menu

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.

The green arrows points to the server list button

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.

Server list screen showing servers sorted in ascending order by ping