You have to research the goods building first before being able to build it. What you sometimes gain when conquering a sector is 500 units of the raw material that fits to certain goods buildings. You don't gain the building itself. Using these raw materials allows you to produce the corresponding goods at 5x the normal speed.
An example:
Good supply: Grapes
Amount: 500
"You can refine Grapes in this building: Vineyard"
Allows the production of: Wine.