It really depends what you mean by that. Most router have simplistic ability to act as a dns proxy. Most work this way by default. The end machine sends his request to the router and the router forwards the request to the real DNS server that is configured in the router....most cases it is learned from the ISP.
Now if you mean you want to redirect just certain DNS names that is not a common function for a router to have. It is more a firewall or server function. You might be able to load third party firmware but it is not a feature you will get in a consumer router with stock firmware.