Case law comes from the judiciary and makes up what is commonly referred to as the common law. Case law is made up of judicial opinions. In the United States case law is either state or federal. State and federal law cases can come from a trial court or an appellate court. Generally, the higher the court the more binding the precedent.
Cases have citations that look like this:
117 S. Ct 2329
The first number is a volume number, the letters are abbreviations to reporters and the last number is a page number. The best way to think about citations it to consider them an 'address' for the case. You can use the citation to find the case in Lexis or Westlaw.
Understanding cases and their relationship to one another can be difficult since such relationships can be extremely complex. For this reason, legal research involving cases requires the use of a citator like Shepard's on LexisNexis or KeyCite on Westlaw. A citator will tell you if a case has been overturned by a later decision and is therefore no longer good law. Citators also provide references to secondary sources that might explain the case and how it has been interpreted or applied.
Statutes, otherwise known as codes, are compilations of written laws created by legislative bodies. A statute starts as a bill and is eventually made law. Statutes are oftentimes unclear and must be interpreted or construed by later court decisions, especially with regard to their constitutionality.
Statutes can be state or federal. In many areas of law, it may be required to research both state and federal statutes on a topic since they may work together to present the current legal landscape on a topic or issue.
Researching and using statutes can be tricky. Oftentimes there are annotations that will provide references to relevant cases and secondary sources that are useful in understanding a particular code section.
A constitution is a form of statute and is oftentimes published with a state's code. The constitution for a state or federal government is somewhat special in that it lays out the way that government is organized as well as the guiding principles that must be adhered to for all subsequent law making (judicial, legislative or administrative).
Administrative law, made up of regulations and administrative decisions, is probably one of the most difficult areas of law to research and understand. Administrative law is the body of law made by the executive branch, oftentimes through agencies like the Internal Revenue Service (tax) or the Department of Education or Department of Agriculture, etc.
Like cases and codes, administrative law is either state or federal.
Understanding which regulations might apply to your topic or area of law is best left to an examination of relevant secondary sources which will explain which regulations or administrative decisions if any, are applicable to your issue.
Administrative law is published in administrative codes (Code of Federal Regulations for federal, individual state regulatory codes for states) as well as specialized reporters for decisions. Finding these sources can be difficult but using the find by citation feature on Westlaw is normally the easiest way to do this.