The "Central Dogma" of modern biology simply says that DNA codes for RNA that subsequently codes for a sequence of amino acids - a protein, also called a polypeptide.
At the ribosome, the cellular organelle responsible for making proteins, the mRNA is read, and transfer RNA (tRNA) brings amino acids from the surrounding cellular matrix to the site. This is how a peptide (protein) molecule is built.
In the case of insulin, the molecule is ultimately composed of strands A and B. Strand A is composed of 21 amino acids, strand B is composed of 30 amino acids. There is a third strand that initially links A and B, called C that is made of 34 amino acids. The C strand is not a functional part of the final insulin molecule, and it is snipped off the larger continuous molecule after it is translated.