The explosive material almost certainly. Other parts they fund through volunteer donations.
The issue is that any large weapons factory or munition warehouse in Ukraine sooner or later gets obliterated by a Russian hypersonic missile. Which is why for years now Ukraine has been forced to adopt this decentralized, distributed system for assembling and storing many of their weapons.
(BTW, I specifically use the word "assembling" here and not "manufacturing" because of course they do not manufacture the drone components themselves, and neither does Europe, despite what they will sometimes claim in the media; they all import them from Asia, mostly China unfortunately...)
And this is not a secret, as i said, they like to brag about it in the media:
Here is an NPR article: https://www.npr.org/2025/04/12/g-s1-59428/ukraine-drones-russia-war
Here is Forbes: https://www.forbes.com/sites/davidhambling/2024/03/07/how-ukraine-is-building-a-drone-army-at-its-kitchen-tables/
Here is UK news citing CNN: https://www.express.co.uk/news/world/1839141/ukraine-couple-drone-russia-war
Here is Ukrainian media: https://en.ain.ua/2024/02/05/stories-of-ukrainians-who-assemble-kamikaze-drones/
This one is particularly heinous where they brag about having children assemble them in schools: https://hromadske.ua/en/society/224639-every-high-school-student-assembles-a-drone-a-report-from-a-kyiv-school-that-teaches-robotics
Ukrainian official saying more children should assemble drones at school: https://thepressunited.com/updates/kiev-urged-to-use-kids-to-make-drones-in-schools-to-evade-russian-strikes/
Here is Ukraine's most fanatical pro-Maidan publication: https://euromaidanpress.com/2024/01/15/minister-urges-ukrainians-to-assemble-fpv-drone-for-army-at-home/
Here is an article citing Spain's El Pais: https://en.ua2.news/1458-drone-workshops-ukraine.html
Here more Ukrainians proudly boast about making drones in the same home their family lives in: https://www.csmonitor.com/World/Europe/2024/1204/ukraine-drones-war-russia-volunteer
Here is them explaining their process in detail: https://www.linkedin.com/pulse/how-we-assemble-fpv-drones-ukrainian-armed-forces-our-office-ssynf
And those are just some of the English language articles. If you look in Russian or Ukrainian you will find way more: https://www.0512.com.ua/ru/news/3694630/nuzny-kak-vozduh-v-nikolaevskoj-oblasti-starseklassniki-sobiraut-drony-ctoby-pomoc-voennym-foto
And speaking of using children, here is another Ukrainian publication proudly explaining how Ukraine plans to teach school children combat skills: https://www.volynnews.com/news/all/ukrayinskykh-shkoliariv-navchatymut-keruvaty-FPV-dronamy/
All of this is indication of extreme desperation, late 1944 Nazi Germany Volkssturm levels, drafting children and old people because everyone else has run out.
Also, they use the civilian postal service to ship drones and other weapons, which is why you see Russia destroy so many of those locations. This is also no secret and the Ukrainians and Western volunteers in Ukraine openly post pictures of themselves with these facilities bragging about weapons shipments.
Just like they hide shipments of weapons in civilian trucks and ships, and use civilian cars to transport troops to the front. The fact that this also turns any civilian vehicle into a legitimate potential target for Russia is intentional on the part of Kiev, because collateral damage to civilians helps them present themselves as victims for propaganda in Western media.
None of these are the actions of a regime that is winning or even in a stalemate as is sometimes claimed in the West.