Using Dictionary in VBA scripting

Neither of those are for a Dictionary, the first is for a (sorted)list and the second a regular expression.

This is how you would create a Dictionary object.

Set dic = CreateObject("Scripting.Dictionary")

For example, below is one of the codes written in this forum by one of the Gurus.....can someone put a comment for me to explain each line of code in red. Thanks

Sub test()
    Dim myAreas As Areas, myArea As Range, SL As Object, n As Long, i As Long
    Application.ScreenUpdating = False
    Set SL = CreateObject("System.Collections.SortedList")
    Set myAreas = Columns(6).SpecialCells(2).Areas
    n = myAreas(1).CurrentRegion.Row
    For Each myArea In myAreas
        With myArea.CurrentRegion
            SL(Val(Split(.Cells(1).Value)(1))) = .Value
            .ClearContents
            .Borders.LineStyle = xlNone
        End With
    Next
    For i = 0 To SL.Count - 1
        With Cells(n, 1).Resize(UBound(SL.GetByIndex(i), 1), UBound(SL.GetByIndex(i), 2))
            .Value = SL.GetByIndex(i)
            With .Rows(3)
                .Range("a1:e1").Borders(xlEdgeBottom).Weight = 2
                .Range("f1:r1").Borders(xlEdgeBottom).LineStyle = xlDouble
            End With
        End With
        n = n + UBound(SL.GetByIndex(i), 1) + 1
    Next
    Application.ScreenUpdating = True
End Sub

Sorted lists aren't really a VBA thing and I've only seen them implement a few times, here's a reference for it.

Regular expressions is a pretty wide topic, if you want to find out more about the topic have a look at a tutorial like this.

Here's a short tutorial on using the dictionary object in VBA.