A DNS resolver is the entity that answers the question: “what is the IP for nlnetlabs.nl?”. This is some server on the internet, typically handled by your Internet Service Provider. A DNS client is the one asking that question. Your own computer is an example of a DNS client, who can issue DNS queries thanks to pre-installed software. For example in Linux you can run
host nlnetlabs.nl, since it’s a dns lookup utility.
As a small aside, software that runs on a computer but communicates to a remote server is often referred to as the “client”. Therefore, the alternatives you see listed such as Unbound are referred to as clients because they’ll take over the responsibility of issuing DNS queries once they’re installed.
You can setup your computer to issue DNS queries for individual programs only. For example in Firefox you can enable DNS over HTTPS, and then only DNS queries coming from Firefox would be encrypted. You can take things even further by setting the DNS resolver on your router so that every device in your home network resolves to that same DNS server. Your router probably needs to have support for that, so you might want to run your own local DNS server at home.
It is up to you to decide what works best for your use case, and as always I recommend taking it easy and make simple changes first and move on from there. I would say any of the options proposed by Privacytools are good enough. For better speeds try to choose one that is closest to you.