Let's look how the production of ammo can be a link of 3 industries.
In the game there are bullets with cartridge cases produced by heavy industry. However, this production requires metal bars created in light industry.
Shotgun ammo requires copper and lead, or another alloys. Copper comes from light industry, while lead comes from heavy industry.
The game will also feature energy ammo which doesn't require cartridge cases. To produce high-quality energy ammo, however, you will need heavy industry related items.
To see how industries are interconnected, see the picture above. It might be a bit difficult to understand at first sight, but the in-game implementation will be super simple and clear!