Why africans are resistant to malaria?

To elaborate on the above answer. Sickle cell anaemia means the Apicomplexan parasite cannot infect red blood cells. Since malaria is widespread in Africa it has provided a strong selective pressure towards the sickle cell anaemia mutation.

Not all Africans are resistant. Only those with the mutation.

It's a concept called heterozygote advantage. When the gene for sickle cell anemia is in it's heterozygous form (incomplete recessive), it also confers resistance to malaria. People die from malaria, but can live with incomplete sickle cell anemia. In it's heterozygote form, the gene for sickle cell doesn't affect all of the red blood cells. Those affected with sickle cell prevent the cycle of the malarial infection from continuing in those cells, reducing the virulence of the disease. But only a portion of the red blood cells are sickle celled, and the others can function normally. In Africa where malaria has been present for tens of thousands of years, those who developed this resistance by chance survived and were able to pass on this resistance to future generations. Africans who are resistant to malaria due to this heterozygote advantage have been naturally selected for by genetic chance and environmental pressures.

Evolution. Sickle Cells provide a limited immunity to malaria.

This is pretty simple. Due to them living in an environment which was highly malaria-prone, their immune system evolved to include a defence against malaria. This is highest among Western and Central Africans.