If you have

it is saying "Find the integral of with respect to x".

The also acts as the "full stop" of the integral. So it's saying "Find the integral of everything from the integral symbol to here".

This is similar to the Leibnitz notation for the derivative...

which is saying "find the derivative of with respect to x".

You will find when you get into harder integral techniques (substitution, integration by parts) that using this notation makes for easier manipulations.