The campground is a State Park facility, and is right next to the output side of the dam. Main dive sites are the face of the dam and the output side of the dam. Diving by the face of the dam will provide you with lots of large boulders to explore around, and an average depth of 25-35 feet. The output side of the dam is probably the best spot to dive in. In this area you can let the current carry you, and there's usually tons of fish to see.
Sturgeon are the most common fish along the bottom, but there are lots of others to see.
While your there don't forget to take a tour of the Power Station. And while on the lower levels, look over the balcony area by the discharge tubes, and see all the fish below. This site is definitely over a hundred miles away. It's actually about 900 kilometers or a 10 hour road trip from Regina. The site is at the start of the Canadian Shield, so the bottom is typically granite and large boulders, with visibility normally in the 20-40 foot range.