Yes, there are people who play with electricity, and there are websites that supply equipment. They also supply a lot of safety advice.

It may sound like a wonderful fantasy, but this is a very serious and dangerous game to play. If you are at all susceptible, a small electric shock can stop your heart, and you can die. Passing an electrical current between your nipples and your pussy could do this. Also passing a current between your nipples.

The local application of electrodes, passing electrical current through a part of your body like your vagina, can cause nerve damage. You need those nerves to be working for pleasurable sensations. Strong electric currents can destroy their sensitivity.

Very small currents can be stimulating. So can a vibrating dildo, but i've never heard anyone say that they were damaged by a vibrator.

By all means close your eyes and dream of some fantastic sensation, but don't mess with electricity. Especially don't risk damaging the parts of you that you, and we enjoy the most!