Luxury goods refer to just about anything (Ivory, Incense, Jewelry, Wine): Jewelry can only be created from gems or imported from an Egyptian trade city, the rest are sourced from imports of distant cities.

The only mission I can think of that requires you to import luxury goods to fulfil a request is Selima Oasis: is this correct? If so, you need to import them from the trade city of Kerma: however, my advice is to simply not bother, as this trade route is persistently cut by sieges, and you can stop those requests for luxury goods by just ignoring the request. There are plenty of opportunities to increase the Kingdom Rating of that mission anyway.

If this is the wrong mission I'm referring to, please tell which mission you are on.