For the quest Making Mountains out of Molehills, part 3 I need to build a type of ship. However, when I try to build it it says I need Industry level 1. How do I train this? I don't see any book in my inventory. Also, in my skills page it has an industry tab, but only has mining within it. Any answers?
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.