Difference between CDN and a Web Server?

I am trying to understand the difference between CDN and a web server. I understand that CDN is used to speed up the content delivery to the client by serving the request from nearest CDN. My confusion is instead of CDN, I can just have a web server and host my website in it and can place similar kind of setup in all countries where my users are, If this is possible then why should I go for CDN ?. Please explain me this scenario.