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Even the largest professional flash can not light up an entire stadium, so there is always a limit. I find in total darkness, after a few meters, built in flashes often leave a very noisy, and still way too dark of a picture as a result. So flashes are never really a good substitute for enough light. In a sense they just add light to a photo, but it is always best when the flash is not the only source of light. It does let you see some things but properly used a flash can do so much more.
One of the most important things it can do is eliminate or at least reduce the shadows in a photo. An easy example to understand is if you think of a photo with a picture of a person with their back to the bright sun. This causes the top or side of their head to be brightly lit. Without a fill flash, you can expect a very dark shadow on the subjects face, which is probably what you are trying to photograph in the first place.
By setting your flash to always be ON (Often there is a setting for ON, Auto, and OFF in the menu somewhere) even on the brightest day, it will will soften your shadows and can greatly improve your results. Try it sometime. Not all cameras calculate exposure the same way, so it may not even work for you, but many will be very happy with the results.
For a good explanation of flashes, you can read these.
One of the best flash information web sites available anywhere is Strobist run by David Hobby. Absolutely essential reading. Strobist
Also read the flick discussion group for Stobists on flickr here: »www.flickr.com/groups/strobist/
A flash guru with experience and knowledge who provides free step by step advice on using flash is Chuck Gardner. His web site is an important place if you have the need to learn flash photography. His site is here: »super.nova.org/DPR/
This is specifically for the EOS cameras from canon, but everyone will get information they can use, often the author points out the differences, otherwise your manual will help to explain how your camera does the same or similar things.
New York Institute of Photography has a tip sheet that has some good info: