These large grey vertical tanks are called steam generators. As you would guess, they use the heat generated in the Calandria for boiling water. The steam that they produce is sent to the turbine section where electricity is then produced.
The white objects are called heat transport pumps. Most simply, they circulate the heavy water coolant through the Calandria, so everything is kept at an acceptable temperature. The heat absorbed by running the coolant through the reactor is then passed to the steam generators. This device is critical to the safe operation of the plant.
The main reactor building is the area of the power plant in which the radioactive isotopes are held. There are several hundred pressure tubes within a CANDU, with exact amounts differing between reactors. It is made of thick concrete and steel walls, with the walls of newer buildings, also filled with hundreds of tonnes of water and thick steel balls to provide additional shielding.
Located in the core of CANDU reactors, the Calandria loader insulates pressure tubes from low temperatures (i.e. less than 100*C). The Calandria loader also provides rigidity and stability to the Calandria, thus, to the reactor's core.
The calandria contains chambers where light water can be added and removed. Light water is a much better neutron absorber than heavy water, so light water is used to reduce reactivity. Light water chambers also serve in controlling the flux shape in the reactor core.
