A lyrium vein is an ore vein containing lyrium.
There are rich deposits of lyrium veins beneath the Frostback Mountains which are extracted by the Mining caste of the dwarves, who have a natural resistance to their effects. They can also be found in the Fade.
The Bastion of the Pure has reportedly a massive number of overgrown lyrium veins which remain untapped.
In Dragon Age: Origins, when touched, lyrium veins replenish the health and mana of non-dwarf humanoids. This is slightly strange, considering that the codex entry foretells burns, delirium, and death from contact with raw lyrium.