derive of 1st ofer linear ode

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http://en.wikipedia.org/wiki/Linear_differential_equation
please see  the First order equation

A linear ODE of order 1 with variable coefficients has the general form

    Dy(x) + f(x)y(x) = g(x).

Where D is the differential operator. Equations of this form can be solved by multiplying the integrating factor

So my question is   :  why we multiply a  integrating factor and   how can we know multiply  integrating factor in this step but not in other steps??