How does electricity flow in an arduino?
To expand on JRobert's answer, think of the energy as coming from the +5 pin (assuming an UNO, etc), which is like a water tower as source of pressure.  If you open a valve from the water tower, the water will flow under pressure and fall to the ground.  If you put a water wheel (electrical component) in the path, the flowing water will make it turn.  A good example component for your Arduino experiment is an LED with a resistor connected to one lead (the longer one).  A 1000 ohm resistor is a good choice.  Now connect the other lead of the LED to ground and the other end of the resistor to +5.  If the LED fails to light, reverse the LED connections.
That example didn't include a &quot;valve&quot; (switch) to control the flow, which is what the Arduino does. Instead of connecting to +5, connect the resistor to a digital I/O pin.  Now you can program the Arduino to make that pin an output, and to make it high (digital one, which is +5V) or low (digital zero or 0V) to turn the LED on or off.  Carry on from there!