GHz refers to the CPU. A CPU (or processor) is considered the "brain" of the computer, or the "power house" of the computer. It plugs into the motherboard. To get more speed/power from your CPU (or "get more GHz") you have to get a new CPU that is faster, or overclock your existing CPU.
This isn't a cheap upgrade most of the time, and for computer newbies who just "want more GHz" is often an unnecessary upgrade. What do you do on the computer that requires a faster processor? You could simply need more RAM, or a bigger HDD, or possibly just a complete overhaul of the system.