String concatenation with +=

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string

This is a very basic question. From my understanding, += can be used to concatenate two strings. I've stopped using it because there's something I'm not understanding about it.

I downloaded a code sample from Microsoft. The variable Shown is not declared as a string and is nowhere else in the program. I am aware that this is a partial class.

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;
using System.Threading.Tasks;
using System.Net;
using System.Threading;
using System.Diagnostics;

namespace DownloadAsyncProgress
{
	public partial class frmDownloadAsync : Form
	{
		public frmDownloadAsync()
		{
			InitializeComponent();

			Shown += async ( s, e ) => { txtResult.Text = ( await DownloadAsync() ).Replace( "\n", "\r\n" ) + "Done!"; };
		}

		async Task<string> DownloadAsync()
		{
			Debug.WriteLine( "\nDownloadAsync()" );

			using ( var wc = new WebClient() )
			{
				var progress = new Progress<DownloadStringTaskAsyncExProgress>();

				progress.ProgressChanged += ( s, e ) =>
					{
						Debug.WriteLine( "Progress: " + e.ProgressPercentage + "%" );

						progressBar.Value = e.ProgressPercentage;

						txtResult.Text += e.Text.Replace( "\n", "\r\n" );
					};

				return await wc.DownloadStringTaskAsyncEx( @"http://www.microsfot.com/", progress );
			}
		}
	}
}

What I have tried:

The code works. I was expecting to see a global variable declaration, but Shown is no where else in the program.