XCOM 2 isn’t just a turn-based strategy game, it also has a ton of management mechanics. You’ll be able to build facilities, research technology, recruit soldiers, and more. One of the most important currencies in the game are the supplies.
You’ll be using supplies to build up facilities, recruit soldiers, build items, and many more vital actions. So, yeah, they’re pretty important to the game. You’ll get a steady line of supplies noted by the “Income” on the top right of your HUD. This gets added to your total over time, so you can just pass the time to get some more. This is the easiest way to get it, but do keep in mind that passing time, while crucial for finishing research or building, means missions can be failed and Dark Events happen faster.