What do we call the substances we must obtain from foods—including carbohydrates, fats, protein, vitamins, minerals, and water—because our bodies cannot produce them?

These are called nutrients. 
There are six essential nutrients found  in the body, including carbohydrates, fats, proteins, vitamins, minerals and water. Carbohydrate provide energy, proteins for growth and repair, Fat to provide energy, also store energy in the body and insulate it against cold, minerals needed in small amounts to maintain health and water which is the medium for biological reactions.