This is the way I understand it...
We'll work out an example: Let x=4 and n=4, and each person bets 1.
ie game probability = 1/4, payout is 2:1, and 4 players.
Each player has 2 possible profits: -1 (probability=3/4), or +2 (probability=1/4).
So the distribution of profits for all 4 players is
+8 (probability=1/256), +5 (probability=12/256), +2 (probability=54/256), -1 (probability=108/256), or -4 (probability=81/256)
I assume that's what they mean by "build a distribution". And when they say "indicate the confidence limits", I guess they mean the CL for all profits.