Does an Electron really travel thousands of Miles when I use a server in another Country?
The signal is the movement of charge, which happens much faster than the movement of electrons.

The two are compared on Wikipedia: http://en.wikipedia.org/wiki/Speed_of_electricity  From the Wikipedia article: 


  When a DC voltage is applied the electrons will increase in speed
  proportional to the strength of the electric field. These speeds are
  on the order of millimeters per hour. AC voltages cause no net
  movement; the electrons oscillate back and forth in response to the
  alternating electric field.


The signals used for communication are AC.

By analogy, consider the "Newton's cradle" desk toy:



The signal moves through the balls faster than the ball itself.