Ore Veins are medium sized rocks that spawn around the map with various ores in them. They all are mostly comprised of grey but eat ore has a different color that will appear in its corresponding vein. The most common place to find and mine veins is at the quarry, a large crater like place in the middle of the map which is best found by going to the tallest mountain on the map.
White: Stone(Pure stone vein)
Black: Coal(1-2 Coal with 3-10 stone)
Yellow: Sulfur(1-2 Sulfur with 3-10 stone)
Brown: Iron(1-2 Iron with 3-10 stone)