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A wavelet is finite energy and band-pass, it oscillates in time like a short wave, hence the name "Wavelet". The wavelet has an average value of zero
The wavelet transform convolves the signal x(t)  with a wavelet family which is the translation and dilation of a unique wavelet 
where t and s are the translation and dilation parameters of the wavelet transform.
The wavelet works like a band-pass filter and the wavelet coefficient can be viewed as a filtering of the signal x(t) by the filter, as shown belown.
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The Java Learning Program(Not aviable here, this is a part of the web course "Wavelet Tutorial" ) show how to extract the different frequency components by dilation of the mother wavelet.
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