What Exactly Does This Mean??

[Greg]

Sorry for such a newbie question. Just getting into these PC games and I don't understand what this means. Here's an example:

Install the game - Full Installation.
Replace the original ARMA.EXE file with the one from the File Archive.
Play the Game!

What exactly does this mean? Cause when I try and start a game, I click it, and all it says is that the application failed to start cause it couldn't find some .dll file. Thanks to anyone that could help me out with this.