An "industry" is the complete collection of businesses that do something similar to each other. When you're talking about all these businesses (and the people who work in them) together, you use the phrase "the ___ industry". Some examples of industries that everyone has heard of include:

the tobacco industry

the auto industry

the oil industry

the entertainment industry

the phrarmaceutical industry (Selling medicines and (legal) drugs.)

the restaurant industry

There are also lots of other industries. Some of them are only known to a few people who work in that industry. For example, "the crafting industry" includes businesses who make supplies for customers who want to do crafts at home like knitting, jewelry making, and so on.