Something industrial has to do with industry or factories. If you're taking a stroll alone at night, avoid the industrial areas — there aren't many people around after business hours and it can be kind of spooky.
Industrial, besides meaning "having to do with industry," has also come to mean "tough," capable of withstanding factor wear and tear. If you're carpeting your home, avoid industrial carpet. It's easy to clean but not so soft. An industrial nation is a developed nation with manufacturing as part of its economy. If you work in the industrial sector, as opposed to say the arts sector, you work in manufacturing.