That's just like a definite integral, which is the limit of a sum, only viewed as a function of its upper limit. However, the Fundamental Theorem of Calculus tells us that F′(x)=f(x), so F(x) is an antiderivative of f(x).
All antiderivatives are the same, up to adding a constant, so most people use the terms indefinite integral and anti-derivative interchangably. Even the constants match up. Changing the value of a in ∫xaf(t)dt changes F(x) by a constant, so both anti-derivatives and integrals are only defined up to a constant.
From now on, the notation ∫f(x)dx will refer both to the anti-derivative and the indefinite integral, and we'll usually just call it "the integral of f(x) (with respect to x)" for short.
Here are the basic techniques for finding anti-derivatives, a.k.a. integrals.
Checking whether F(x) is an anti-derivative to f(x) is easy — just compute F′(x). If F′(x)=f(x), then F(x) is an anti-derivative, and any other antiderivative must be of the form F(x)+C.