A search on google should reveal several schematics for this. You can get a kit that uses a 7805 IC and replace the 7805 with the Murata device.
If you have not built a circuit from scratch, this should be your first project
Assuming a 2A load you can use a rectifier like RS201-G. This devce supports 2A DC forward current and 50v peak reverse voltage. The reverse voltage should be ideally 3 times the RMS of the input AC voltage. This is about 50 volts in your case. So this device should be allright.
The DC output from the rectifier needs to be smoothened. The value of this capacitor will depened on the amount of ripple you can tolerate on the rectified voltage and can be calculated using the output current, input voltage and the frequency of the AC voltage.
To make it easy use something between 500 to 1000uf @ 35v electrolytic or equvivalent. Connect this between the rectified output and ground
Feed this voltage to the Murata device to get your switched 5v output.
You can place a 10uf capacitor @ 6v between the 5v switched output and ground to stablize the power supply and cover for any burst demand.
You can also place a 0.1uf ceramic capacitor between the 5v and ground to block residual AC.
Once again I have not used the Murata devices to say for sure but switched power supplies could be noisy and may introduce undesired noise into the rest of the circuit. You have to use best practices for power routing, ground planes, trace widths and component placement. This is critical when precision analog components are used on the board.
Power supply design can get complicated and there are tons of papers out there to read on this topic.