Hi Lyle,
The SE2500 comes with what is called a 'wall wart'. It's just a device that converts your household voltage down to 12V DC for use by the Ethernet switch. You'll probably just cut the cord off the "wall wart" and adapt that into your electrical system. Since you are dealing with DC (Direct Current) voltages, wou do need to be very careful about polarity. On the back of the switch where you plug in the power, you'll see a diagram of the proper polarity.
If you've only two devices, I don't understand why an Ethernet switch is needed. If that's the case, I would think you could use a "crossover" cable between the two units and be done with it. Does XM use Ethernet?