Resources are central to your war effort. Without them, you cannot build any new structures, recruit soldiers or feed your existing troops. You'll need to keep a close eye on your resources to have any chance of victory.

So, how do you acquire these resources?

The most basic way to make sure supply meets demand is to expand your territory. While this can be expensive in terms of the resources that you do have, some provinces supply a large amount of a particular resource. You can see which resources are present in each province by zooming in and taking a look at the little icon beside the province centre.

The next step would then be to improve the provinces and supply chains that you do control. Constructing railways, harbours and factories will all boost your supplies, and improving your province morale will increase its manufacturing capability. So, keep your buildings upgraded, and your provinces happy, and the supplies will pour in.

Don't forget that your active buildings may also require upkeep, so if you're running short on grain, disable your barracks and stretch your food reserves even further.

If you're in a bind, and you need resources fast, you can also trade them on the Market, though prices will fluctuate depending on global supply and demand, so watch out.
You can also buy a set amount of each resource using Goldmark, to get you out of those difficult situations.

I hope this helps, and I wish you luck on the battlefield, General.