The dpi is only for printing.
Your camera just loads the pixel data, it does not produce or load at 72dpi, 300dpi, or any other dpi.
The software just puts a default figure in the ppi/dpi box. A lot of software still put 72ppi/dpi as AFAIK this used to be the standard monitor pixel resolution, therefore it gave an idea of the size the image would be on that standard monitor. Other software may stick 300 ppi/dpi in the box.
Nowadays monitors have different resolutions and different pixel sizes so ignore the dpi/ppi figure for everything except printing.
The picture data may be, for example, 3000 pixels by 2000 pixels, if you want to print a picture that is 10 inches wide then you need to print at 300 pixels per inch, or 300ppi (or confusingly dpi in some software) as 3000 pixels/10 inches = 300ppi.
Alternatively if you definitely want to print at 300ppi then you need to change the number of pixels to ensure that you get the correct size print. You can change the number of pixels using software to either take away or add pixels by using the Resampling option.