This Ebook is concerned with both the theory of the Kurzweil-Henstock integral and the basic facts on Riesz spaces. Moreover, even the so-called Šipoš integral, which has several applications in economy, is illustrated. The aim of this Ebook is two-fold. First, it can be understood as an introductory textbook to the Kurzweil-Henstock integral as well as to some algebraic structures which are important from the viewpoint of applications to integration and probability theory. Second, it discusses some possibilities of further developments including recent results and open problems.