http://www.allaboutcircuits.com/vol_3/chpt_3/1.htmlI will not go into detail with the diodes as you do not really need to know much about them other than what they do, how to connect them and some other stuff.
Diodes are used in circuits to stop electricity from flowing back into the circuit. They only let current through in one direction. The diodes in the distortion pedal are what make the distortion. Diode-clipping distortion is what this called!
There is a certain way to connect diodes. It is pretty straight foreward.
There is always some sort of line on a diode (except for LED's) but on regular diodes there is always a line. Like in the picture below on the left side of the diode is a line.
The schematic symbol for a diode is shown below:
You connect the diode with the line facing the direction the arow is pointing.
Reccomend u read this
More on diodes: http://www.allaboutcircuits.com/vol_3/chpt_3/1.html