What part of this looks like giving up? "I'm stuck." Everyone gets stuck when working on something, they reach a point where they need to answer questions decisively in order to continue, otherwise they're just flailing at a wall that won't budge. The question was, "Where do I even get these materials? This world doesn't seem to have them." Keeping in mind this place isn't just a hop and skip away from the human world, it is its own world of sorts, some form of pocket dimension.
Mewtwo is frustrated that for all his knowledge and effort, he was being kicked in the shins by something as simple as not having the resources needed to continue past this point. Then someone provided the answer and now he has the means to continue. At no point did he give up.