It's gray and turns all hard, where do they get the ingredients and how come there never seems to be a short supply of it?
Cement should not be confused with concrete. The term cement refers only to the dry powder substance used to bind the aggregate materials of concrete. Upon the addition of water and/or additives the cement mixture is referred to as concrete, especially if aggregates have been added.
Cement is made by baking/firing gypsum rock to drive off the chemically bound water. I live in Dallas and we have millions of tonnes of it just below the topsoil which can be seen in road cuts and in names like White Rock Lake.