You will need to research some objects before more advanced things can be made from them. Some of the easier objects to start researching are Algae or Batteries. You can build a Research Station in a Manufacturer. Once a Research Station is placed (dropped) onto the ground, you can right click on it, and you will be shown a menu that will let you research items in your inventory that can be researched.
There is also a Research Tab. If you click the Research Icon (It looks like two vials - highlighted in the image below) It will show your progress researching various objects. If the reasearch for a type of object is completed, you will have a 'Show Discoveries' button that can be clicked to.... show the discoveries!