You have to conquer the correct province, once conquered you will recieve a random good from those available in that province.Its worth noting tat you dont recieve goods from the province but rather a bonus to the building that produce's tat good. The provinces and which goods they hold can be found in -Vangards- guide
HERE
Once you own a good producing province, lets say you get lumber. Build a lumber mill and you will be able to produce 5 lumber/4 hours as opposed to 1 lumber/4 hours with out the province.