Where to find cooking ingredients?

I’m not a cook at all. I’m about to be on my own and I bought this vegetarian cook book a while back. Will your average wal-mart or supermarket have most of the stuff in it? I mean it’s got stuff I’ve never heard of all through it like
cumin seeds
ghee
besan
cayenne pepper
turmeric
coriander
garam masala
baby leeks
garbanzo beans
shallots
phyllo pastry
scallions
lovage
chervil
ricotta [...]