The Arduino board has several holes where wires can be connected to the device.  These are known as 'pins', and each one is numbered.  For example, look at the black bar at the top of the image, which includes digital pins labeled 0 to 13.

These pins can be used for input or output.  As digital pins, they can either be set to a HIGH or LOW voltage.

As explained in Your First Circuit, the way to light up an LED is to get an electric current to flow through the LED on its way from HIGH voltage to LOW.  To keep the bulb from burning out, it's also essential to add a resistor along that path.

For this example, let's connect one end of an LED to digital pin 3, then add a resistor, then connect the other end of the resistor to one of the GND pins.  You should have built a circuit similar to this one: