If you're buying from the GM, the things you purchase remain at their position and you need to pick them up.
The problem here is that if you're buying items like staves or tool belts, as opposed to ships/vehicles, is that items don't get transferred. Someone needs to bring them to you and drop them at your feet, or you need to somehow reach their location, so you can pick them up. For this reason, the GM is pretty much worthless for items - so stick to it for ships, vehicles, facilities, stocks, and the like - objects which can actually be transferred to you and no one else can just pick up. (:
For regular items, just visit a shop in an NPC city. I believe pretty much all starting cities have a shop you can visit to purchase items from. They automatically appear at your position and you can go to Position -> Items to pick them up. It's advisable not to buy more than you can carry. :P