Voltage multipliers are used to obtain low current high voltage, from an existing AC Source. Step up transformers can be used, but the insulation problems and care that has to be taken for HV above 1kV, make it difficult.
Mains Voltage and Power Circuits
After SMPS technologies and Ferrites were developed, HV for CRTs was generated by blocking oscillators and step up Transformers at High Frequency AC.
Caution Instruction -
Use this with Low voltages like 24V AC for Learning. Do not Use it with High Voltage AC. If you are learning, first work with other circuits using batteries or Low Voltage Mains Adapters.
This circuit uses Diodes and Capacitors, just like the text book circuits.
More Reading -
Voltage Multipliers - The Creative Science Centre