There are two types of bamboo commonly used in Thai cooking, bamboo shoots in water and pickled bamboo slices in vinegar. Either way the only part of the bamboo that is used are the soft shoots. Bamboo can be bought in cans at any Thai or Chinese grocer, either sliced or whole.
Once the can or bottle are opened, keep in the fridge for up to 3 months. They can also be frozen, but they lose some of their strong texture if frozen so it is not recommended.