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The outer brackets mean "character class", same as if you do [0-9] or [a-z], the inner brackets are the characters to be matched (any of the two). Ampersand recalls the pattern that was matched (in...

It means replace a character that is either a ] or a [ , ( [][] ) and replace that with a \ ( \\ ) followed by the character that got substituted in the first part ( & ). Repeat that for every such...

A ] character within a [character_set] must be first, to not become the closing ]