Warehouses can be built at captured Bases and in Towns. They can also be purchased through Real Estate if there is one already built on the map. Once you have a warehouse, items can be stored inside it and retrieved from any other warehouse instantly.
NATO may attempt to disable a warehouse using mortars or other means. If the context menu is not available to store/retrieve its likely the warehouse has been damaged. Hit 'Y' while near it and it will say the current damage. Unfortunately there is no way to repair warehouses atm, that will be fixed asap.
To store or retrieve items:
In a vehicle
Drive up to the warehouse and hit 'Y'. If you are close enough to the warehouse the Y menu will change with the following options:
Stores all the items inside the vehicle into the warehouse
Pulls all legit (sellable) items from the warehouse into your vehicle
Opens a window showing all the items inside the warehouse so you can pick and choose what to grab
If you place an ammobox near enough/inside the warehouse you can use the scroll menu on it to:
Take From Warehouse
Opens a window showing all the items inside the warehouse so you can pick and choose what to grab, items will be put into the ammobox