What are dex files are used for?

A .java file is given to the java compiler (javac) to generate the .class file. All .class files are given to dx tool to generate a single dex file. The dex file is given to the Dalvik VM to generate the final machine code. The final machine code is given to the CPU to execute.

.apk file contains .dex file in zip format which can be run on Dalvik VMs