All ore comes from mining rocks with a pick - either a fancy pick (which can do all 4 types of rock) or a regular pick, which can do the three basic rocks (not metal). You have to have at least Mining I skill done before you can mine.
Rocks can be found in all of Groddle (but mostly in the Heights), in Ilmenski Caverns or deeps, and in most of the Grumbla, but especially the new areas of Pollokoo and Callopee. You won't find rocks in the Firebogs/Swamps.
You can also buy ore chunks from the auctions...but I suspect you got a mining quest, so you need to mine them yourself for the quest.
ETA: I might be wrong on the picks, and they may both be able to mine all four rocks...just the fancy pick gives you 2x the uses of the regular pick (200 vs 100). Honestly, I just got the fancy pick and didn't bother with the regular one. I guess I assumed that since Mining I only requires you to get dullite, beryl and sparkly ore, that it implied that with a basic pick you couldn't mine metal with it...and we know what happens when someone ass-u-me-s...oops.