There are a number of different high output LEDs on the market - they commonly run 1 watt, 10 watts, 30 watts and more. We will often get the question - can I use your controller to run this LED? Well, yes and no.
Think of an LED as an engine in a car. A modern car has a throttle and a rev limiter (usually controlled by the cars computer.) So, if you press the gas pedal all the way down (more so for a manual shift car as opposed to an automatic), the car will speed up (if in gear) up to the point where the rev limiter kicks in and it prevents you from running the speed of the engine faster than the engine can handle (and thus destructing itself.) So, in this example, think of the "bare" LED as an engine - it will take all the current (power) you can give it as long as the power supply can supply it - and it will do so right up until it burns out, which could be seconds, minutes or longer (thermal and voltage issues determine this rate.) So, just like with a car and its gas pedal and rev limiter, your LED needs the equivalent of the rev limiter and that is called a Constant Current Driver.
In a car we have gasoline that provides the power that keeps the engine going but in an LED it is electricity that provides the power for the LED to operate. In the same way that a throttle (or some function of the cars rev limiter system) modulates the amount of gasoline that reaches the engine, a Constant Current Driver circuit limits the amount of current that can reach the LED.
There are two general methods you can use to modulate the current in an LED - a Constant Current Driver circuit or just simple current dropping resistors. A CC driver circuit is ideal but requires more complex parts, usually an IC plus some other minor components. A current dropping resistor circuit is either one or several, simple resistors that limit the amount of current that can reach the LED, thus "limiting" it's current. Each method has it's pros and cons. The CC driver is ideal because no matter the input voltage (up to a point), the CC driver will still maintain the exact same amount of light output as where a resistor dropping circuit will fluctuate the current level based on the input voltage. This means that you can have LEDs (using dropping resistors) at the start of a long string be brighter than those at the end of the string as opposed to a CC driver which would produce the same light output along the entire string (generally speaking.) So, you think - heck, why don't all LEDs have CC drivers? It's an issue of cost - if you have individual nodes or modules, each one will require a method to control the current and it is generally much cheaper to use resistors than a more complex CC driver.
So, what if you want to make your own constant current supply for your LED? We'll first you'll need to know the specs that are included with your LED, this will include the voltage of the power supply, the forward voltage of the LED and the forward current of the LED. If you are using RGB, each color will often have different values. Next you need to determine if you want to build a resistor dropping solution (cheaper, easier but less tolerant to voltage changes) or a true constant current solution (more expensive, more complex but safer and more consistent light output).
For how to build a dropping resistor solution, see this website - it provides the exact wiring for the resistors and LEDs and the size and values of the resistors. For how to build a constant current driver, see this website. While this site refers to an arduino for control over the circuit, you can use the standard, dumb RGB DMX controllers HolidayCoro sells for driving the CC circuit.
This is just but a small part of the overall issues involved with this subject but hopefully it is helpful in explaining some of the basic concepts.
For additional in-depth information on how LEDs are driven, you can see this website or many other websites on the Internet.