It's a general statement, so you could replace 'have things' with whatever situation you are talking about: You can't always learn languages immediately. You can't always have wealth immediately. You can't always eat hot soup immediately. You can't always get what you want immediately. The important message is, "Be patient."

Thank you for answering me!

It means you cannot always get the thing that you want immediately.Sometimes you have to wait for something.For example if you want to buy something but you don't have money you need to be patient until you have saved enough money to be able to buy it.Or if you want to be perfect in English you have to be patient and practise,and eventually you will get what you want.