Background information to the question
I'm a first year physics student and I have a course "Introduction to astronomy" (free translation) which until this year was thought in the third bachelor year, so a lot of the basic physics which is used has to be explained along the way because we haven't learned it yet (not a big fan). This question is about the radiative transfer equation, and specifically about how to solve it. The derivation is given in our book and I think I understand it, but the solution isn't and wherever I look for it online they always solve it in a way that isn't very clear to me. You should know that we haven't really done differential equations yet (only very basic), since that's a course for next year.
Question
So the radiative transfer equation in the general case that we derived is
$$ \dfrac{dI_\nu}{d\tau_\nu}= S_\nu - I_\nu,$$
where $S_\nu=\dfrac{j_\nu}{4\pi k_\nu}$ is the so-called source function, with $j_\nu$ an emission coefficient, and $k_\nu=\dfrac{d\tau_\nu}{ds}$. I've found the pure absorption solution where $j_\nu=0$ to be
$$I_\nu(s)=I_0e^{-\tau},$$
with $\tau_\nu=\int k_\nu ds$, the optical depth. The solution I'm looking for looks like
$$I(\tau)=I_0e^{-\tau}+\int_{0}^{\tau_\nu}S_\nu(\tau_\nu')e^{-(\tau_\nu-\tau_\nu')}d\tau_\nu'.$$
I've no idea what the physical meaning of $\tau_\nu'$ is, and I don't know how to get this solution. I've found a solution online where they define new $I$ and $S$ with "twiddle's" above them, but I've never seen that kind of way to compute solutions before and I don't understand the physical origin of $\tau_\nu'$ in their solution.
I'd really like it if someone could provide me with a general solution to this equation (I mean the steps of course) that is understandable for a first year physics student with only a basic understanding in solving differential equations, and a physical interpretation of it (can be brief since I can usually find that online).