From Halopedia, the Halo wiki
Supplies are the primary resources used in Halo Wars and act as the basis of the game's economy. Supplies in Halo Wars are similar to resources in the Age of Empires titles which Ensemble Studios also produced.
In order to acquire resources, supplies must be ferried via supply ships to UNSC supply pads or through the use of gravity lifts to Covenant warehouses. Additionally, supplies may have been dropped on the battlefield or left from a previous engagement.
To collect these resources, select an infantry or scout unit, and then move them to the supply crates. Supplies may also be gathered through the use of a Forerunner Supply Elevator which will help a player acquire resources at a steady rate as long as they are controlled and defended.
There are a variety of tactics for gaining supplies:
Supplies in Multiplayer
Supplies may be shared with allies in a multiplayer game. Players may request supplies by pinging an ally's supply pad or warehouse by means of clicking the left analog stick. A player may send supplies to an ally by using the circle menu on their own supply pads or warehouses. Note that it costs 300 supplies to send an ally 200 supplies.
In multiplayer, due to the ability to share supplies with allies some players will focus almost entirely on building an economic advantage by building large numbers of supply pads and using them to help their allies upgrade and build units faster. Just remember to defend one's base!
While the supply counter will stop at 99,999, the player will continue to gather supplies beyond this level.