I was looking to learn more about these and I came across a series of 3 tutorials that I thought were pretty good. It is 4 years old, and in C++, but I found the theory to be very well explained. Here is the link:
http://www.flipcode.com/articles/article_directshow01.shtml
Enjoy!
http://www.flipcode.com/articles/article_directshow01.shtml
Enjoy!