The Marketplace is a screen, located next to the diplomacy tab on the UI, where you can trade any kind of 
Strategic Resources, 
Luxury Resources or unit for Dust, and Dust for any kind of Resource or Units.
The units available depend on the other factions playing and what they are selling and the prices depend on what they want to buy, the global demand.
For resources, there is a basic price which doubles every time you buy 10 units of one particular resource.
The marketplace is unlocked through 
Research at Era I for Units (Mercenary Market), and Era II for Resources (Imperial Coinage).