They may be called R-clips in the US. The hole of the R encloses the fender stay (the metal rod). The stay is one of the fender's points of contact with the frame/fork and it prevents the fender from flopping around. A hex bolt goes through the legs of the R into an eyelet (i.e. a bolt hole) on each side of the frame or fork. The link goes to a US online only store (Velo Orange). However, your local bike store could probably order similar items from their distributors, and you could also find them on other sites. I do not recommend any specific retailer; I only selected Velo Orange because they have decent pictures and descriptions.
Not all fenders may attach to your frame/fork's fender mounts with R-clips. The pic below, courtesy of Sheldon Brown's site, shows SKS's breakaway stay fitting. The fitting is designed to quickly break away if something (e.g. a stray branch) gets jammed between the fender and the wheel. This should hopefully save your fender.
Or if you look carefully at the image below from road.cc, some stays may be designed to bolt directly to an eyelet without an additional piece of hardware. The stays are bent in a little loop, and it seems like you'd put a hex bolt right through that loop. Look where the fender stays connect to the frame near the bottom of the seatstays.
I am not certain if R-clip is standardized terminology in all parts of the world. In English, some differences exist between US and UK terminology (e.g. US: crankset and Campy, UK: chainset and Campag), and I'm not sure if this term is identical on both sides of the Atlantic.