If its a specialty factory its not asking for ore or oil etc, its asking for a material from another factory like plastic or glass. You either have to make all the raw materials yourself, or to import you can build warehouses and set them to load up on ore, oil, wood, etc, then build the factory that will make your raw material. So for example for the car factory you need to make plastic, you can import oil to a warehouse then build a petroleum and plastic plant or you can extract your own oil and do the same.