The game provides you with access to a technology tree. In order to conduct research you must place a workshop. At first you have access only to basic research related to basic needs like an additional heat source. Later you will be able to upgrade the workshop and you will gain access to various upgrades that increase production efficiency.
Each research takes a specific amount of time. The required time depends on the number of workers. If you need to quickly finish research, then you can think about sending children to help the engineers. It is possible only if you decide that children should spend time in the shelter.
Research isn't a priority. First you should focus on providing access to basic needs. Once you decide to build a workshop, start the research. Sadly, each research requires a specific amount of wood - you must be sure what your priorities are. The best option is to first focus on unlocking resource depots. They will let you spare some workers and will make you independent from the basic resource sources. You should also unlock beacon to be able to start expeditions.