You have three choices when looking to by materials and features to build your porch or deck:
Home Improvement stores like Home Depot and lumber yards carry a wide selection of lumber products, lighting supplies, wood finishes, and tools.
There are specialty show rooms that deal in decks and porches. These may be independent, or a deck contractor may own them. If you have one in your area, it is a great way to get inspired, see a lot of designs and products.
The basic wood or composite that make up the bulk of a deck are not sold online, because they are so heavy and bulky it is cheaper to buy them locally. However, many online companies sell many of the other products used in building porches and decks, including columns, specialty railings, deck lighting, and hot tubs.