When an electrical box needs to go into the wall where there are no studs, you can secure them with special drywall brackets. The one in the photo is pushed in from the front and then the screw pulls it back tight against the drywall. You must cut the hole tight enough to have the ears on the front of the box resting on solid drywall.
To make electrical boxes air tight, you can insert a rubber box inside an existing box by simply punching the wires through the rubber, and then caulk the rim down to the drywall. In new construction there are air tight electrical boxes that seal to the vapour barrier.
All of the products shown on this segment are commonly available at renovation centres throughout Canada -- except for that rubber insert box. They have quit production (you guys didn't buy enough to keep them alive) and I have not found a good renovation replacement yet.
Remember that all electrical work requires a permit, some provinces allow homeowners to do their own electrical work and some provinces require liscensed electricians to carry out all such work. Click here for information on the LEGALITY OF DIY ELECTRICAL WORK.