Assembling doubles isn't rocket surgery.
Diving doubles... is not massively different from diving single tanks, but you have a few more options.
Usually, you have two independent regulators (usual for cold water diving - if you have an Octopus rig, get another 1st stage and move your main reg to that. Put inflator, SPG and Octo on your left tank, the other reg on your right tank. Google 'DIR Equipment configuration' for a common sensible set-up). The most common valve set-up is an isolator manifold, giving you a valve between tank 1 and regulator 1, a valve between regulator 2 and tank 2, as well as a valve between tank 1 and 2. The doubles course will probably cover why this arrangement is useful.
You will need to attach the doubles to your BCD somehow. Most common is steel bands bolted to a backplate and wing. Also possible is using soft cam-bands, but the bolted steel assembly is much more sturdy.
Your best bet is to wait until after the course (where your instructor will hopefully answer questions), and then check the usual suspects (LDS, web-shops, LeisurePro) for the parts that you have identified you need.
Hope this helps.
Gerbs - Doubles + BP/W pending, pre-buy research already done