I'm playing the game Rome: Total War 2 and it's kind of weird that I'm not able to build anything that will give me Iron or Marmor in my city. Is this a bug?
You don't have buildings that give you iron. You can find iron only in certain provinces (they have an iron icon under their name). If you play Emperor edition, those provinces have their main building tree altered to produce certain buildings that upgrade armor or weapons. If you have normal edition, once you get access to iron, you can build those buildings on their own in any of the province "parts" (I think, it was long time ago).