You can also read this very short article, it is a very good summary of what is a lambda expressions, how to use it and when.
The example given is
List numbers = new List{11,37,52};
List oddNumbers = numbers.where(n => n % 2 == 1).ToList();
//Now oddNumbers is equal to 11 and 37
at line 2, oddNumbers
is now equal to numbers where number % 2
is equal to 1, so where number is odd