They sold you the correct device. You will be using the Airport Extreme to "extend your wireless network."
To do that, you will need to locate the Express approximately halfway between your Airport Extreme and the area you wish to extend your Wi Fi signal to. The Airport Extreme and the Express will need to be within radio range of each other, and you will need to chose the "extend a network configuration" when you setup the Express. You may need to experiment a bit to get the correct location for the Airport Express, but the combination of the Extreme and Express usually works quite well for those who need to extend their Wi Fi signal.