There are a variety of ways, all documented in the Gnus user's manual.
   
    1. (setq gnus-select-method '(nntp "news.somewhere.edu"))
    2. (setq gnus-select-method '(nnspool ""))
    3. If gnus-select-method is not set, Gnus will take a look at the
       NNTPSERVER environment variable. If that variable isn't set, Gnus
       will see whether gnus-nntpserver-file (/etc/nntpserver by default)
       has any opinions on the matter. If that fails as well, Gnus will
       try to use the machine that is running Emacs as an NNTP server.
    4. If gnus-nntp-server is set, this variable will override
       gnus-select-method. You should therefore set gnus-nntp-server to
       nil, which is what it is by default.
    5. You can also make Gnus prompt you interactively for the name of an
       NNTP server. If you give a non-numerical prefix to gnus (i.e., C-u
       M-x gnus), Gnus will let you choose between the servers in the
       gnus-secondary-servers list (if any).