To be helpful? I cannot share the whole schematic

Didn't you post it on "How does a transformer with 4 secondaries work"?
I studied it in some detail as I'd always wondered what a single-phase locomotive uses for smoothing capacitors!
From memory (as the original schematic seems to have disappeared) the Damp Link was in the pantograph circuit, and the harmonic filter was after the rectifier where the smoothing capacitor should go.
The harmonic filter would appear to be a band-reject filter tuned to the 2nd harmonic of the mains (in other words, the frequency of the ripple), so instead of storing energy in a smoothing capacitor it filters out the 2nd harmonic, using a combination of inductive and capacitive energy storage.
I wonder how well it would work for small power supplies!

 

Thing is coils can be wound DIY for whatever use you are planing. A Power supply coil needs much larger gauge of wire due to the potential current going through it. Finer gauges are good for general purpose use.

Like capacitors it is rare to find one larger than a Henry, they exist, but most are in the milli or micro range (µH or mH). The are used in radio for frequency selection.They have many, many other uses. as it has been suggested you have a lot of reading to do. They are a fundamental component in electronics.