So it moves better and is slick on the ice.
While freezing the puck may help a little with movement on the ice, the actual purpose for freezing is to reduce the bounce. Warm pucks have a surprising amount of bounce that will affect face-off drops, and players' overall ability to handle the puck.
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Pucks are kept in a freezer until needed. There is usually a freezer in the time/scorekeepers box, or one of the penalty boxes.
Quite literally, place it in your freezer (or outside if the temperature is below freezing). Frozen pucks have far less "bounce", and should always be frozen before use in a game.