Nothing will be changed in your files, but if you'll enable compression on a server side, your server will compress its output before sending it to client (usually browser of some person). That will low the traffic between server and client and, because of that, speed of your site will increase.
More information is here.
One should also take into account that web server will spent additional time and CPU resources to compress the output. While usually it is small overhead, it can be the cause of potential bottleneck if number of clients is large enough.
If you are using php, you can compress the output using ob_start() by setting ob_gzhandler() callback function:
<?php
ob_start("ob_gzhandler");
?>
<html>
<body>
<p>This should be a compressed page.</p>
</body>
</html>
Alternatively, you can enable mod_deflate and let Apache web server to compress the output itself.