Strange rocks obtained by training Mining are part of the Dahmaroc statue. Two Strange rocks from each skill are required to complete the statue, which can be built once per week. Strange rocks may be stored inside a statue collection bag.
Mining ore, coal, granite, clay, stone, gems or rune essence (recommended); mining in the Living Rock Caverns (coal and gold; also recommended), mining in Miscellania. Mining in the Lava Flow Mine, Seren stone, and Senntisten Temple also works.
It does not matter what is mined. You have a chance to get a rock every animation.