The whole point of Riemann sums is that they are used to show that the integral gives "area under a curve". If we have the curve y= f(x) such that y> 0 for a< x< b, we can divide the area into many thin rectangles, with width [itex]\Delta x[/itex] and height [itex]f(x^*)[/itex] where [itex]x^*[/itex] is a point on the x-axis inside that rectangle. The area of each rectangle is, of course, [itex]f(x^*)\Delta x[/itex] so the entire area is approximated by [itex]\sum f(x^*)\Delta x[/itex], the sum of the areas of all the rectangles. Taking the limit, taking more and more rectangles with [itex]\Delta x[/itex] smaller and smaller, we get, by definition, the "Riemann integral", [itex]\int_a^b f(x)dx[/itex].
So for large n, [itex]\int_a^b f(x)dx[/itex] is approximated by the sum [itex]\sum_{i= 0}^n f(x_n^*)\Delta x[/itex].