Like the other answer attempts to explain, The Travelers do not take any physical materials with them, but instead The Director is able to communicate with the traveler teams in the 21st Century either by sending coded messages on the dark web (mission statements), in other 21st Century devices (Ilsa), and/or sometimes from other established Travlers or new Travlers when they arrive.
The first mission ordered by the Director was proof of concept.
Traveler 001 was sent into a host who worked in the World Trade Center
on September 11, 2001, minutes before the attack. He was ordered to
send a message indicating he had arrived safely, then die to prevent
being traced. When the Traveler in question failed to send the message
and escaped the building unscathed, the Director dedicated vast
resources and personnel to tracking him - even killing two people via
messenger just to order 001 to "self-terminate."
The Traveler program may have been put on hold in the future after the
defection of 001. Simon - himself Traveler 004 - claims to have spent
years searching for Vincent Ingram's voice. Simon's own mission from
the Director was to set up the deep web communication network used by
The Teams then are able to "create" or "engineer" whatever physical materials they need per the instructions of The Director by using 21st Century material to make them, including advance medicines like nanite repair technology or quantum mechanic machines like the Quantum Frame.
It should be noted that "Historians" are often updated when the future begins to change and that "Archivist" are collecting information (through nanite encoded blood) of their experiences in the 21st Century back to the Director in the future, meaning communication goes both ways.