When powering a device from the AC mains, the power must be converted to DC. This is a decent explanation of how to do it.
This is an application note from Intersil on how and why to use bypass capacitors. It skims the basics then dives into hard technical details. Might be a little tough for beginners, but well worth a look.
This is a site that I have recently found browsing ebay for a local supplier to help me along the way of learning and building.
Please post if you know of any other Canadian affordable suppliers