You use ore to build everything. Everything (I believe) requires some amount of common ore (CO), some also require rare ore (RO). Some things simply require the shipyard for you to build them - like the colony ship. Most require you to research something before you build them- if you look through various research options they'll tell you what they allow you to build. Looking at items in the factory they list requirements as well, but I'm not certain they're all correct (I believe battleship fails to list the research required to build it for example).