I'm assuming your OS is Windows, so you can try these links for a bit of information on using the Ping command...
link 1 (
http://www.microsoft.com/resources/documentation/Windows/XP/all/reskit/en-us/Default.asp?url=/resources/documentation/Windows/XP/all/reskit/en-us/prcc_tcp_schd.asp)
link 2 (
http://www.laplink.com/support/kb/article.asp?id=171)
As it suggests in those guides, you need to know the IP address of the system you are trying to ping.
If you are simply trying to find out your ping to a game server - that is usually displayed in the in-game browser when you 'Refresh List'. The lower the ping, the better your gaming experience will be on line.
Alternatively, you can download game browser utilities like All Seeing Eye (
http://www.udpsoft.com/eye2/index.html) which list game servers along with their pings. You can also re-ping servers individually using that program.