Industry is the segment of economy concerned with production of goods. Industry began in its present form during the 1800s, aided by technological advances, and it has continued to develop to this day.
Many developed countries (The U.K., The U.S. and Canada for example) and many developing/semi-developed countries (People's Republic of China, India etc.) depend significantly on industry. Early industries involved manufacturing goods for trade, including weapons, clothing, pottery, etc.
There are many different kinds of industries, and they are usually divided into different classes or sectors. The primary sector of industry is agriculture, mining and raw material extraction. The secondary sector of industry is manufacturing - which is what is colloquially meant by the word "industry". The tertiary sector of industry is service production.