The Warehouse is a special building for storing your resources and production. Although there can be only one Warehouse is your settlement, it has a plenty of upgrades increasing the capacity, up to level 14. Remember, you can upgrade your Warehouse regardless of your current level!
To upgrade the Warehouse, you need special items, such as Wooden Beams, Scaffolding, Piles and Building Tools. These items cannot be produced by you; you can a) purchase them for crystals, b) get them for free from chests in the daily bonus, c) get them as a reward for completing daily quests, and d) get them as a reward from expeditions.