Clarification of meaning of dx in an integral

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I would like to have some clarification on the physical meaning of $dx$. I already know the following in the context of the area under the curve:

$\lim_{\Delta x \rightarrow 0} \sum f(x) \Delta x \approx \int f(x) dx $

$dx$ is still an interval on x axis. Makes perfect sense.

Let's say I have the following curve $(x,f(x))$ like this:

curve

and I have some function $g(x,y)$ that I want to measure its total sum along my curve. Can I formulate it is as?

$\int_{a}^b g(x,f(x)) dx$

If so, what is the physical meaning of $dx$ here? Aren't we multiplying some extra values ($dx$) into $g(x,f(x))$ and getting a wrong result?