Well your question is very vague but I will try and address any misunderstanding you may have.
The first fundamental theorem of calculus says that given a real valued function defined on [a,b] and if we define a new function F (note that little f and big F are two different functions here) by
F(x)=integral (lower limit is a, upper limit is x) of f(x) dx
then F(x) is continuous on all x in the closed interval [a,b]. Furthermore, if the function f is continuous at a point u that is inside the closed interval [a,b] then F is differentiable at u and it's derivative is f(u).
the first part of the theorem says that if you change the upper limit of integration a LITTLE bit then the change in integrals is also LITTLE. The second part is just saying that if f is continuous at a point then F is SMOOTH (ie differentiable) at that point and that the derivative operation and integral undo one another.
[a,x] is a subset of [a,b]. It is a fact that if f is integrable on [a,b] and x is a point in the interval [a,b] then f is integrable on [a,x].
hope this helps.