This method is implemented by using deferred execution. The immediate return value is an object that stores all the information that is required to perform the action. The query represented by this method is not executed until the object is enumerated either by calling its GetEnumerator method directly or by using foreach in Visual C# or For Each in Visual Basic.
The SelectMany<TSource, TResult>(IEnumerable<TSource>, Func<TSource, Int32, IEnumerable<TResult>>) method enumerates the input sequence, uses a transform function to map each element to an IEnumerable<T>, and then enumerates and yields the elements of each such IEnumerable<T> object. That is, for each element of source, selector is invoked and a sequence of values is returned. SelectMany<TSource, TResult>(IEnumerable<TSource>, Func<TSource, Int32, IEnumerable<TResult>>) then flattens this two-dimensional collection of collections into a one-dimensional IEnumerable<T> and returns it. For example, if a query uses SelectMany<TSource, TResult>(IEnumerable<TSource>, Func<TSource, Int32, IEnumerable<TResult>>) to obtain the orders (of type Order) for each customer in a database, the result is of type IEnumerable<Order> in C# or IEnumerable(Of Order) in Visual Basic. If instead the query uses Select<TSource, TResult> to obtain the orders, the collection of collections of orders is not combined and the result is of type IEnumerable<List<Order>> in C# or IEnumerable(Of List(Of Order)) in Visual Basic.
The first argument to selector represents the element to process. The second argument to selector represents the zero-based index of that element in the source sequence. This can be useful if the elements are in a known order and you want to do something with an element at a particular index, for example. It can also be useful if you want to retrieve the index of one or more elements.