Why does this macro not work?

[AstToTheRegionalMGR]

I'm trying to go through some macro tutorials to teach myself, and the example they gave me does not work.

Dim example As Range
Set example = Range("A1:C4")

example.Value = 8

It didn't even explain what Dim, As, or Set mean, so I'm totally lost here. Anyone's explanation of how this works in addition to what I have written wrong would be very appreciated!

I know that the goal of this is to make each of the cells within the range have a value of 8, I do not understand what this code does or why the website is giving me a code that won't work.