What is the purpose of a .edmx file?

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What is the purpose of a .edmx file? It is a XML formatted file in Visual Studio. It has database table information. But how is it used in a Visual Studio C# asp.net web app?

Online search engines say that "an .edmx file is an XML file that defines a conceptual model, a storage model, and the mapping between these models. An .edmx file also contains information that is used by the ADO.NET Entity Data Model Designer (Entity Designer) to render a model graphically."

But how is it used, and how is it made?