Depends on what you're trying to do with them since they have a few applications. This presentation is a rough but simple overview: http://cs.haifa.ac.il/hagit/courses/seminars/wavelets/Presen...

Here's an online demo for a C library that can do DWT and CWT. The code is a little rough but it's functional: http://rafat.github.io/#/sites/wavelib/front

Also, a really basic but easy to understand video series: https://www.youtube.com/watch?v=QX1-xGVFqmw

The classic is Ten Lectures on Wavelets by Ingrid Daubechies. If anyone can recommend a more recent book, I'd be interested too.

"A Wavelet Tour of Signal Processing" by Stephan Mallat is pretty good if you've got a background in signal processing at the undergrad EE level. Math heavy CS may require some recollection of linear algebra and numerical algorithms.