walk me through spline3.cpp zip?

Hi Every One,
I downloaded spline3.cpp zip from http://www.alglib.net/interpolation/ spline3.php. These set of codes are ment for interpolation. Can any one walk me through the linear spline interpolation? The data to use is at http://en.wikipedia.org/wiki/Interpolation. I am new to C++ and programing as a whole.Your help is greatly appreciated.
Thanks
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