Currently, ores, rocks, and some other hefty objects are not capable of being stored in normal sacks or containers.
To swerve around this detour, the best way to do it is by creating a large pile of, say, Iron Ore near your base and then scooping some up when you need it.
Another method is to slay a friend in a certain spot near the mine so you can store ores in their gravestone. (Don't worry, you can invite them to a unit beforehand so you don't lose allignment
P)
Or finally, you can kill a moose and have thousands of extra storage slots in there.
Hope this helps, and remember... life IS feudal!