I have DreamHost VPS hosting, the server is Apache. When I load my web-site in the browser, and inspect the HTTP reqests/responses in my browser's dev tools, I can see that my browser sends
Accept-Encoding gzip, deflate
in all HTTP requests it makes (for all file types). However, when I inspect the HTTP responses, I see this header for the main HTML file:
Content-Encoding gzip
but this header is not present in HTTP responses for my JS, CSS, and image files. Does this mean that my server doesn't GZIP these types of files?
Yes, it means that its not gzip these files.
Test your setting using Yslow, https://addons.mozilla.org/en-US/firefox/addon/yslow/ . It will give you more guidelines to optimize your server.