If it is a new domain and you haven't accessed it with different settings before, they won't be cached. Any attempt to access it will be nearly instantaneous.
For domains that have been accessed before, if you change the settings it may take some time to propagate. The reason for this is that different machines on the Internet keep a cache of the info so they don't have to look it up again.
This time can be controlled with the TTL value (although not all DNS servers respect it). Some cache it for longer even if you tell them not to. So if you know in advance you are going to switch servers you can shorten the TTL (time to live) so the propagation won't take as long.
Also you can look into editing your "hosts file" (google it) if you want to enable a computer you have control over to see the domain before the change has propagated (or even existing for that matter). It can be useful for preview purposes or for showing a site to a client before it is actually live.
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