The Earth exists within its own unique atmosphere -- an atmosphere essential for the existence of life as we know it. It is entirely unique not just within the Solar System, but, until scientific exploration of the Cosmos proves otherwise, within the Universe. As such, and given the physical and financial constraints on our ability to explore other worlds, what natural resources exist on Earth are, with the exceptions of solar and wind power, finite supplies.
With regard to the production of energy, humans have mostly exploited the Earth's supply of fossil fuels, carbon-based materials with their origins in decomposed species that existed before the evolution or creation of man. When those supplies are exhausted, they cannot be replaced. Plus, the mass-scale use of fossil fuels has resulted in dangerous levels of pollutants in the atmosphere we need to live. That is why environmentalists and others have advocated the pursuit of renewable energy sources.
With the exception of oil, other forms of fossil fuels will be around for the foreseeable future. To the extent that petroleum resources are required for society to function, alternatives will eventually have to be found.
Man's ability to exploit natural resources on other planets or celestial bodies, like asteroids, is entirely dependent upon the financial resources and human sacrifices that will be required to exploit them. The inner planets of the Solar System, other than Earth, are Mercury, Venus, and Mars. These are the terrestial planets with solid surfaces, unlike the gaseous giant planets in the outer Solar System: Jupiter, Saturn, Uranus, and Neptune. Each of those terrestial planets presents unique and tremendous challenges before they whatever natural resources -- and the won't be carbon-based -- can be mined and transported back to Earth. This is a very long-term proposition, and people ought not place their futures on it.
The National Air and Space Administration (NASA) has been working on a plan to "capture" an asteroid when it passes relatively close to Earth ("relatively close" in astronomical terms is still hundreds of thousands of miles away) so that its contents can be studied. That plan, however, would cost well-over two billion dollars, and its feasibility is still being studied. Should the plan come to fruition, and be successful, scientists will be able to determine whether asteroids can be mined for minerals. As stated, however, people would do well to plan on other alternatives to the finite supply of natural resources on Earth.