In Drupal, there is a very useful feature to reduce the load on the server every time there are anonymous visitors coming, the feature is page cache. Every time someone comes to your website, then Drupal perform executions to the database to obtain necessary data to generate the html file which is read by a web browser.
Drupal builds a new web page for every visitors, so if two visitors visiting the same page, Drupal builds it twice. But with the page cache feature turned on, Drupal will save the web page when first visitors come, and give the saved pages to other visitors. Stored cache expires depending on how long you set the Minimum cache lifetime options.
It will be very useful on a large site with many modules installed or with lots of content on a page. And this will speed up your website because hundreds of queries to database are replaced with one single query.
You can setup the page cache feature at Administer > Site Configuration > Performance.