To send resources to your great work, zoom out to the region view and click on the great work site - this will show you a status screen detailing each of the resources required to build the great work and the quantity of each resource that has already been supplied.
To enable your city to send resources to the great work, you will see on this screen that underneath each resource is a 'power button' (it looks the same as the power buttons to disable buildings). Turn this on and you will start sending resources to your great work site.
Every city in the region that is within range of the great work site will have their own controls for sending resources to the great work site, allowing for a group of people to participate in building a great work, with each potentially providing a different type of resource.
I haven't paid too much attention to the frequency that goods are delivered to your great works site - it seems to be hourly like many of the other mechanics in SimCity but this would need confirmation.