It's been AGES since I've played this game, so I'm not exactly sure, but I don't think you can actively research. What you can do, is to upgrade your factories (and maybe other buildings, don't remember), and that requires a research center. To do that, right-click the building you want to upgrade twice, and the pointer should change to an upwards arrow or something. Then left click. Oh, and the level to which buildings can be upgraded depends on how far you are into the game, so don't be disappointed if you can't build that "minigun-with-grenades-instead-of-bullets"-wielding tank just yet.
Kay
