Wedouine tents in the middle of the desert are usually situated near the places where the 4x4 cars stop. Visitors will be offered a glass of tea (really nice and tasty), without the need to buy anything. You might find some interesting handicraft, maybe some local clothing, desert stones, tea, cardamom .... but the price is not specially cheap. Remember that these shops are certainly made for tourists. But, it is a nice experience. And the shop tenders are always nice, polite, and they welcome you to sit for a while at their tent, no matter if you finally buy anything from them.
In the village of Rum, which you pass on your left as you enter Wadi Rum is a small general stores.
I would recommend you stocked up on any goods you want before you arrive, Its no problem buying water & basic goods from the village shop there though.