My problem was low download speed from Mac App Store. I changed my DNS configuration to Google DNS 126.96.36.199 and it started to download over 10x faster with the same WiFi. How is this actually possible?
It can indirectly.
Example, downloading a file from Akamai. You're in Germany say. DNS A resolves you to a French node, connection is good, download is fast. DNS B resolves you to a US node, connection is poor, download is significantly slower.
Slow DNS queries themselves wont slow your download speed, but will cause pages to wait longer before starting to download.
It has some effect, but not that much.
A DNS does nothing more (in this case) than translating an domainname to an IP. They do this really really fast, often under 5ms. Changing to another DNS could be benchmarked to notice a change in timing, but we're talking milliseconds here. The changes for that part will be minimal.
The difference is in where the DNS points to. If one DNS points you to a server on the other side of the planet for a resource, that'll result in a slow download. If the other DNS points you to a server nearby, that'll download a lot faster.