What is the meaning of $dz$ in Complex Integrals?
Suppose we parametrize the contour $C$ as $\gamma(t),\; a \le t \le b$. The contour integral $\int_C f(z)\; dz$ is the limit as $n \to \infty$ of "Riemann sums" $$ \sum_{j=1}^n f(z_j)\; \Delta z_j$$ where $z_j = \gamma(t_j)$ and $\Delta z_j = z_j - z_{j-1}$, $a = t_0 < t_1 < \ldots < t_n = b$, if $\max(t_{j} - t_{j-1}) \to 0$.