I'm pretty sure you mean the evaluation of definite integrals. For instance, $e^{-x^2}$ has no elementary antiderivative, but it's definite integral over the real line can be computed explicitly (it's $\sqrt{\pi}$).
You ask what complex analysis has to do with this. Well, the idea is that complex integrals around closed curves (of holomorphic functions) are usually comparatively easy to evaluate: it's because we have the residue theorem as a tool.
However, these real integrals are usually over the whole real line, which doesn't satisfy the hypothesis of a path under the residue theorem. For instance, it's not a finite closed path. However, we can replace the real number by a large semicircle (to pick one common example) that goes from $-R$ to $R$, then around the upper-half-plane from $R$ to $-R$. This is a closed path and the residue theorem can apply to this. When you let $R$ to $\infty$, the integral around semicircular path often tends to zero (by direct bounding arguments). So what you're left with is the integral along the real line, and it's equal to the residues.
Examples of this will be in any complex analysis textbook, e.g. Ahlfors's. The Wikipedia article on the residue theorem (link above) also has examples.