Category "cfg"

What does the ⇒ mean in Context Free Grammar? Also, how do I derive/get the L(CFG) from a CFG?

I'm a bit confused. Does the ⇒ simply denote you going through the CFG step by step ? To use a pretty basic-ish example: sentence ⇒ subject | predicat

CFG of w != w^R

Given L={w in {a,b}* | w != w^R} I want to find its CFG. Please do not tell me the answer for that. What is the intuition of solving these kind of questions? I