Function(n) - LINQ

I'm not to familiar with LINQ, so I'm trying to familiarize myself. I'm starting by finding examples that were posted here on the forums. One example is this thread, where I posted a solution that's 19 lines long, and JMcIlhinney post a solution that's a one-liner! So going off of his example:

I understand setting up the Enumerable range, but I don't understand the .OrderBy(Function(n). What exactly does that do,the function(n)? I mean I get the OrderBy sets it in some kind of order, but I don't get the Function(n).