The best site that I found with a graphical presentation is CNN. It only takes about 5 minutes to educate yourself on this matter.
Summary: Each party has its own formulas for awarding delegates to its respective national convention. The Republican Party awards its delegates on a winner-take-all basis (with a few exceptions). The Democratic Party uses (what appears to be) a complex algorithm to award delegates based on congressional district percentages and state-wide percentages.
The Primary Election (or Caucus Election, for the states with this format) is effectively a way of choosing delegates who will be sent to the National Convention for its respective party. These delegates are known as "pledged delegates."
In addition to pledged delegates, there are "unpledged" delegates (Republican Party jargon) or "superdelegates" (Democratic Party jargon). These delegates are selected in different ways withing each party. One underlying method which both parties use is to select current members of congress, previous presidents/vice presidents, and others who hold specific rank in the national party or certain state party organizations.
