I am not sure the intention of this question, but I am quite sure that you need to start reading about programming and this particular language in question.
However, let me list down the areas which program cover:
Any program starts via an Entry Point which is called as
Main Function.
http://en.wikipedia.org/wiki/Entry_point[
^]
The first statement in the function instantiates a new object of Sigma
class.
http://en.wikipedia.org/wiki/Class_(computer_programming)[
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What you would also notice that this class implements a particular
interface.
http://en.wikipedia.org/wiki/Interface_(computing)[
^]
Some other concepts which would see here are
static members and the access levels of members (
Public, Private etc.)
http://en.wikipedia.org/wiki/Method_(computer_programming)#Static_methods[
^]
http://msdn.microsoft.com/en-us/library/ms173121.aspx[
^]