Strange material

That is a train item, you can get it if you have set up train stations and connected them with tracks. The train station features a 'store' where you can buy these train items if you have run your trains enough time to earn enough train cash. 

If you haven't set up a train line, then consider doing so or just skip whatever it is that is asking you for this item. 

Train items are a pain, they really should be treated more like Omega items instead of factory items. But it is what it is.