To track the path of a connection to a server, you can make a so-called "traceroute".
Explanation of traceroute (wikipedia)
Under Windows you must follow these steps:
1. open input prompt (black window, white font). You can find the input prompts in the Start menu under "acessories".
2. in the prompt you enter: "tracert <hostname.domain.xy>"
(please replace the host- and domain name with the desired server name you want to check)
3. Select the output and copy it into the clipboard by using "Ctrl+C". Now paste it into an eMail by pressing "Ctrl+V".