First of all, you need to check if you use Apache or Nginx server. Gzip compression is used on Apache and Nginx servers, while Deflate is only used on Apache server. Most servers are Apache.
Compression on Apache server
Add this in .htaccess file for Gzip compression
Compression on Nginx server
As I mentioned, this is a very important step to increase your page speed and loading time. You can save up to 90%. If you have not implement it yet, get on your keyboard and do it immediately. Remember to check your results in GTmetrix, Google Pagespeed Insights or checkGzipcompression.