Discrete wavelet transform - DWT (beginner)

I recently stumbled upon this article : https://www.bportugal.pt/sites/default/files/anexos/papers/wp201612_0.pdf

In the paper they use DWT and I am having trouble understanding how to construct them. Does anyone have a guide on where to start learning wavelets and slowly move to DWT? I am a beginner in this part so I am really trying to understand from step 0. I will apply the math in python.

I have checked the others threads and the questions are to speicific, so let's try to answear this question so that it can become a guide for future reference.