Mustard seeds come from various species of mustard plant, and differ accordingly in colour. Yellow mustard originates from around the Mediterranean, whereas brown mustard originates from Asia. Both types are now grown all over the world, including Canada. Both types of seeds can be turned into a paste and mixed with other ingredients (usually water and vinegar) to form the familiar condiment known as "mustard".
Mustard, horseradish and wasabi share similar active ingredients which are responsible for its heat and eye-watering properties. Some curry mixes contain small amounts of mustard, for an extra "kick".
Brown mustard seeds and yellow mustard seeds are quite similar, and vary mostly in colour rather than flavour. However, it's nice to mix both for a bit of colour-variety, particularly in home-made mustard.