it is polymer clay .
The brands you can get is Fimo, Sculpy, Premo and several other .
Fimo and Premo are the best (try to mix them ).
They should be available in a crafting store in your area.
After conditioning the clay (that is really important that you do that) you can sculpt and after that you bake the piece.
Try to get some plain ceramic tiles to bake you things on.
I got an oven just for my art and bake it in that.
I have a little area in our living room (my studio...lol) where I do all my work. When you work with white clay you need to be very clean and wear a white shirt , cause the white clay is like a magnet for fuzz and other stuff :?
Well, I have been working with polymer clay for a while now and if you have any other questions just shoot and I see if I can be of help.