Most often it is popped into a groove with a little wheel tool for installing screens. Kind of like a pizza cutter.
Ace might be a good place or a window repair shop may have the material.
In Florida I would go to Mobile Home Depot as they have lots of that sort of product.
The product is called fuzzy or pile weather-strip.
One place the sells it online is
https://www.allaboutdoors.com/Produc...ip-Door-Window