Where and how can I store my items in warehouse?

Please, where it is and how i store items? Is there any way to get rid of those items that can't be destroyed like headbands... I tried to transfer but didn't work... Thanks guys!

there is a NPC in each city that has a little chest on top of his head. that's the warehouse, also for bound items you can either sell them or crush them by opening the inventory(B)-yellow right button on the left - drag the item you want to crush to the center of the square.