This dialog box is opened if you select the Integrate... command from the Analysis menu The first field is the curve that will be integrated. The second one is the order of the integration: the order 1 corresponds to the trapezoid rule, i.e. the curve is aproximated by a straight line between 2 successive points. If you choose the order 2, three successive points are used and a second order polynome is used to approximate the curve. etc. If you have a large amount of points in your curve, the order 1 is enough.
The result of the integration will be given in the The Project Explorer.