You are searching for cucumber (cylindrical green fruit with thin green rind and white flesh eaten as a vegetable; related to melons).
These are often sold by supermarkets (a large store principally selling food and household goods), fruit and vegetable sellers (or greengrocers, a retail outlet selling fruit and vegetables), general groceries outlets (any shops or stores selling a wide range of food items and optionally, household supplies) and urban supermarkets (a small, in-town supermarket).