Pinging a website let's you know if your connection is alive or not. You could use your browser to check your connection, but it may pull up website's that are stored in the cache on your computer, which is what you don't want.
You can ping any site you like, but some sites like microsoft.com doesn't allow pinging.
In this example we're going to ping google.
Bring up your command prompt. Check out "How to bring up a Command Prompt or Terminal"
Type in ping google.com and then hit the Enter key.
The above example shows that it's able to reach the website and it's replying back.