Warehouses are buildings which allow you to store large amounts of resources and vehicles, but they will not produce anything.
Each warehouse can only hold resources of a specific type. For example, the Vegetable Storage can store all sorts of Vegetables, but not goods that need to be cooled like meat.
You can find different warehouses in the building shop. Click on the "add building" button and click on the warehouse you want to build. You can place them strategically to shorten transport ways.