Slice the area under a curve into rectangles. As you add more slices, the sum closes in on the true integral.
f(sample) · Δx, where the sample point sits at the rectangle's left edge, right edge, or middle (your choice above). Add them up and you get a Riemann sum — an approximation of the area under the curve between a and b. The smaller the slices (larger n), the closer the sum gets to the true integral.
[-2, 2] to see this: the positive and negative halves cancel exactly.