Okay, so let's imagine you have a big square playground outside. Now, imagine that this playground is really dry and doesn't get much rain. This means it's really HOT and there isn't much water around. That's what we call an ARID place.
Now imagine you draw a line across the middle of the playground from one corner to the opposite corner. This line goes through the whole playground and is SLANTED. This is what we call a DIAGONAL line.
So when we say "arid diagonal", we mean the line that goes through the middle of the playground (the diagonal line) in a place where there isn't much water (the arid part).