You may have heard what a ping is, especially on internet speed tests.
No, this has nothing to do with the old game Pong or Ping Pong.
A ping is a little message sent to a server. It is typically timed; your computer sends a message to the server and the server sends something back.
Now this is useful to estimate Internet speed to a certain server. Multiplayer games use this to indicate whether gameplay will be laggy or not.
Pings do not work on public (unsecure) networks (through command prompt).