Provinces  are specialized to harvest one particular resource and are located on the Europe Map. Therefore there are different resource provinces for every resource. You can either raid or conquer provinces.
 
You can harvest the resources of your provinces, which will be added to your county's recources. Also, you can send units to protect your own provinces, as there might be other lords that want to conquer them. If you want another province or just don't need yours anymore, you can abandon it.
 
All these actions can be initiated by clicking on the province and choosing the possible options.