How Do I Train the Industry Skill?
Solution 1:
You probably have to buy the skill book. Just click the market icon (or press ALT-R), search for "Industry" and you should find some people selling it nearby. Check the "Sellers" table and look for someone selling it in your station or your system. If the offer is not on your station you'll have to fly to the location to get the book.
This is one of the cheap skills, the book only costs around 18.000 ISK where I'm now, so you will be able to afford it as a new character.
When you have the book, right click on it and you should see the option "Train to level 1 now". Select that option and the skill will be injected and automatically start training.