The device is a "ground fault indicator panel". I got one from Eecol a while ago. Willet, in Estevan, Saskatchewan, makes them.
It is three transformer type panel lights. Each is connected betweeen a phase and ground. The indication is that, in the event of a ground fault, one light goes out and the other two get bright.
You can't make your own, though. It wouldn't be CSA approved.