. how does the power work on something like this? do the modules that need power share a power supply? im pretty confused about that.
Usually you'll have a big power supply in the case that will give you a certain number of power rails depending on what format you're building too. Maybe you'll have +12v, -12v, +5v and ground. Each module will be wired to those rails depending on what power it needs.
The supply will have a maximum milliamp rating and each module will draw a certain amount of milliamps, so you have to add up how many ma every module will be drawing together and make sure you don't exceed what the PSU can supply.
Often the power is supplied on a ribbon cable with a multiway header for each module, but on older stuff like the Paia modular i have, there are actually copper rails in the rear of the casing for each power rail, and you just wire your modules to those rails.