Before it is consecrated, where do priest order these things? Are they made from a factory, a monastery? Where?
This is handled differently by each parish. There are some large supply companies, while some are produced by religious, and others are even produced by parishoners.
Wine is a little easier to handle… even wine bought from a grocery store can suffice as valid and proper material. Even so, some wine is made by parishoners, or monastaries, etc…
Like I said, it depends on the parish.
Also, I see the priest only consecrate one big piece of the Eucharist, where do all the little tiny pieces and other cups of Eucharist come from?
I’m so tempted to say that every mass involves a miracle of “multiplication of the loaves”…
chuckle
The smaller hosts are either consecrated, and therefore leftover from other recent masses, or they are unconsecrated, in which place during the Eucharistic prayer they are consecrated along with the “main host” (not an official term!) which the priest uses during the mass. Some of these large hosts are divided with breaking points so that the priest can easily fracture it for consumption… which is likewise a source of some of the “smaller pieces”.
Were they consecrated beforehand in another mass?
Possibly. Before mass the priest will determine the number of consecrated hosts in the tabernacle, will estimate the attendance at the mass, and will portion an appropriate number of unconsecrated hosts for the mass (so that the total will be just slightly over the number of mass attendees). So at any given mass, some of the hosts will likely be from previous masses, some will be consecrated and consumed DURING the mass, and some will be consecrated and remain for the next mass.
This goes along with the wine too.
Wine is a different story… the consecrated wine, the Blood of Christ, is consumed by the priest (sometimes with a little assistance if needed) after the laity have all approached the altar (although in some cases communion is ONLY offered under the species of the Body, so only enough wine for the priest is consecrated). The priest then purifies the chalices afterwards.
This is likely because the accident of wine is susceptable to “turning”… aka, it fouls and begins to become vinegar in sustained contact with air. Since pouring the Blood into another vessel for storage lacks reverence and exposes it to risk of spilling, this is simply not done. Thus in order to preserve the dignity of the accident as suiteable for the Blood of Christ, it is consumed immediately.
(To be honest, the first time I saw the pic, I was slightly bemused by the Regent Chocolate Cake sitting beside the hosts. I was thinking, they also have that in America? 
) Ah, the good ol’ days when TV stations actually stayed off during the Easter Triduum…