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Dictionaries are repositories of AppleScript knowledge. What kind of knowledge? Well, everything you ever wanted to know about objects, properties, and actions. If you want to do something with AppleScript, then it is recorded in one of the dictionaries, probably the one associated with the application you're trying to work with. And just as you look up a word in Merriam-Webster to find out what it means, you look up commands in an AppleScript dictionary to find out what you can do with them.
If you can't find what you need in a dictionary, or if there isn't a dictionary for the application you're dealing with, it doesn't necessarily mean that you can't script your way through a problem. You can almost always use a special call to the System Events application to manipulate menus and simulate keystrokes — in fact, a few times in this book you'll have to do just that to make certain applications work for you.