You really need to use a dictionary which shows example sentences. A list of English glosses by itself is not enough to understand where/how a word is used.
Another route would be to look up what 夢幻 and W.H.Y. meant in the context of this particular band (I guess W.H.Y. is an album and 夢幻 is a song on the album). Then the connection may become obvious even if the dictionary definitions are a bit vague.