At the start of the game, all mining is done by hand by walking/jumping/flying up to an asteroid and left clicking on it, which should automatically pull out your pickaxe and begin mining it. Alternatively, you can also hit the V key, which will also pull out your pickaxe. Holding down the left mouse button, will slowly use the pickaxe to mine the asteroid, however, with the right timing, you can click the asteroid repetitively and mine it much faster.
There are 5 buildings that can mine raw materials:
Asteroid Catcher
Auto Asteroid Catcher
Mine
Drill
Resources
Giant Drill