Install Redis.
And then edit app/etc/env.php to configure Magento to use Redis for session storage, default and page caching.
'session' => array ( 'save' => 'redis', 'redis' => array ( 'host' => '127.0.0.1', 'port' => '6379', 'password' => '', 'timeout' => '2.5', 'persistent_identifier' => '', 'database' => '2', 'compression_threshold' => '2048', 'compression_library' => 'gzip', 'log_level' => '1', 'max_concurrency' => '6', 'break_after_frontend' => '5', 'break_after_adminhtml' => '30', 'first_lifetime' => '600', 'bot_first_lifetime' => '60', 'bot_lifetime' => '7200', 'disable_locking' => '0', 'min_lifetime' => '60', 'max_lifetime' => '2592000' ) ),
'cache' => array( 'frontend' => array( 'default' => array( 'backend' => 'Cm_Cache_Backend_Redis', 'backend_options' => array( 'server' => '127.0.0.1', 'database' => '0', 'port' => '6379' ), ), 'page_cache' => array( 'backend' => 'Cm_Cache_Backend_Redis', 'backend_options' => array( 'server' => '127.0.0.1', 'port' => '6379', 'database' => '1', 'compress_data' => '0' ) ) ) ),