If an application does almost what you want it to do, but you'd like to change something about the way it does part of it, or you'd like to add another feature, you'd need to start with the source files, make the changes you want, and rebuild it into a new version that contains your changes. That's called "compiling," for most computer languages.
Of course, in order to do that, you'd need to understand the computer language that was used to create the application, and the syntax of that language, its keywords, and so on. Source files are simply text, written in a particular computer language, such as C, C#, Python, etc. (Unless they're written in a scripting language, intended to be run by an interpreter, they won't run by themselves.) They need to be compiled into a program, or "executable," which is the application that you run.
If you just want to run the program, and not change the way it works, you don't need the devel files, as @Staudey pointed out.
