This is a quite complex topic given that it links to many other topics like:work place, business, government, finances, transportation, consumer goods, manufacturing, etc.
But there are a few basic things one should know about industries as a language learner:
Categories of sectors and industries
In the United States the authorities that are most concerned with the categorization of industries is the NAIC (North American Industry Classification System) and the BLS (Bureau of Labor Statistics).
A good resource on the UK Economy and its sectors and industries is the Office for National Statistics (ONS). The UK government established also a helpful website on industries from the point of view of the job seeker, named Prospectus. Further, there are understandable listings of industries set up by private consultancy agencies like KPMG or London South East (LSE).
For Austrialia the Austrialian Government is the primary resource for information on business and industries. Also private companies like ASX provide a complete industries list.
One of my favorite tools with distance is Harvard's Atlas of Economic Complexity.