Caching DNS servers are not something specific to Check Point.
For example, your local DNS servers already cache information about the Internet based on user traffic as well as provide authoritative information for hosts within your local environment.
A caching DNS server is authoritative for no hosts, merely caching the queries from clients to reduce load on the authoritative nameservers.
They can be configured on a number of operating systems.
Other than SMB gateways, Check Point gateways do not contain a DNS server.