Smart Code Unexplained

I got this code off of somebody on this site. It's supposed to randomly assign numbers to a range. It seems to work, but I don't understand the meaning of most of the code. If anyone feels like explaining how it runs, I'd appreciate it.

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j gives a random integer between 1 and 20 (inclusive). If j turns up eg. 4 the first time, sel(4) will be 0 because everything in sel is zero except the first element which is 1. So after the loop sel(4) is set to 1 and cells(4,1) has the value 1. If 4 turns up again, the loop will carry on until it finds another value as sel(j)>0 (the loop ends when sel(j)=0). Hence at the end you get a set of random uniques from 1 to 20 (in this case).

I'm starting to understand the idea. Here are the areas that confuse me. Wend seems to be a recognizable term to excel. What does it do?

I've never seen anyone use this format with a variable

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then a minute later

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Is this a way that I'm not aware of of defining a variable? Why does the number in the parenthesis change?

What is

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