Click flag. Shift-click flag (make sure it says "Turbo Mode"). Wait until it draws dots. Repeat the steps above. You can also move the sliders for "Flips" and Games" before shift-clicking the flag. Read the explanation in "Notes and Credits".
Suppose 10,000 people all play the following game: You start with a score of 0. You flip a coin 30 times. On each flip: If you land on heads, add 1 to your score. If else (tails), subtract 1 from your score. When the flipping is done, your current score is the final score. The graph's x-axis represents all the possible final scores, and the y-axis represents the number of people that got that score. The dots, when connected, should create the "bell curve". The bell curve follows a "normal distribution," which means we can easily predict how many of the players get a score of, say, between 0 and 6.