If you don't want to buy individual components, there are some good beginner kits available that come with an ESP board, sensors, relays and other goodies to experiment with. You might want to try one of these if just want to dabble: Small ESP32 Starter Kit: https://amzn.to/3Njmg61 Large ESP32 Starter Kit: https://amzn.to/3TXf579
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0:00 Intro 0:26 ESP Voltage Requirements 1:08 Voltage Step-Down Options 2:20 3D Printed Cases & Barrel Connectors 2:53 Boards with Power Conversion 3:15 USB Digital Tester 3:56 Breadboard Power Supply 4:26 Wrap Up