I assume you want to enable gzip compression for your website but it cannot be done on the WordPress itself, first, it has to be supported by the server and then server configuration needs to be changed. If your hosting is on Apache (most likely it is) then you can add these lines into .htaccess file:
# BEGIN GZIP COMPRESSION
<IfModulemod_gzip.c>
mod_gzip_onYes
mod_gzip_dechunkYes
mod_gzip_item_includefile.(html?|txt|css|js|php|pl)$
mod_gzip_item_includehandler^cgi-script$
mod_gzip_item_includemime^text/.*
mod_gzip_item_includemime^application/x-javascript.*
mod_gzip_item_excludemime^image/.*
mod_gzip_item_excluderspheader^Content-Encoding:.*gzip.*
</IfModule>
# END GZIP COMPRESSION
If your hosting uses NGINX then you have to modify nginx.conf file and put this code:
gzipon;
gzip_comp_level2;
gzip_http_version1.0;
gzip_proxied any;
gzip_min_length1100;
gzip_buffers168k;
gzip_types text/plain text/html text/css application/x-javascript text/xml application/xml application/xml+rss text/javascript;
gzip_disable"MSIE [1-6].(?!.*SV1)";
gzip_varyon;