You need to do different missions to progress in the game. Click on the round icon on the left side of your screen to open a mission.
Completing missions let you get experience points, find materials etc.
There's a hint near each task which tells you how you can cope with that task. Point your mouse cursor on a query mark and get more information. Click on magnifier and it will show where you can find what you're looking for.
Additional quests you can find here: