There are different materials that are needed for different items.

They can be collected by orders and further processed by craftsmen. The processed materials are needed for all equipment.

They can be found in boss and dungeon missions as a reward. Rare crafting materials are needed to craft rare equipment and set pieces.

They can be found in dungeon missions as a reward. Epic crafting materials are needed to craft epic equipment and set pieces.

They can be received through the adventure reward. Adventure materials are needed to make set pieces.