You can join back to your reference tables to get back the id, e.g.

INSERT dbo.Cars (id_brand, model_name, gasoline_consumption, id_color, id_country)
SELECT  id_brand = b.id,
        model_name = SUBSTRING(s.auto, CHARINDEX(' ', s.auto), CHARINDEX(', ', s.auto) -CHARINDEX(' ', s.auto)),
        gasoline_consumption = TRY_CONVERT(DECIMAL(3, 1), s.gasoline_consumption),
        id_color = cr.id,
        id_country = c.id
FROM    dbo.Sales AS s
        LEFT JOIN dbo.Country AS c 
            ON c.name = s.country
        LEFT JOIN dbo.Brand AS b 
            ON b.name = LEFT(s.auto,CHARINDEX(' ', s.auto))
        LEFT JOIN dbo.Color AS cr 
            ON cr.name = TRIM(RIGHT(s.auto, CHARINDEX(' ', REVERSE(s.auto))))

N.B. The above is inaccurate and won't work many values in `auto. If you have a colour such as "Sky Blue" it will fail, if you have a brand like "Land Rover", it will fail. The parsing logic shown is simple and for demo purposes, this should be replaced with your actual parsing logic.

You should probably encapsulate your parsing logic though to avoid repeating yourself and reduce code maintenance, something like:

CREATE VIEW dbo.Sales_Parsed
AS
SELECT   model_name = SUBSTRING(s.auto, CHARINDEX(' ', s.auto), CHARINDEX(', ', s.auto) -CHARINDEX(' ', s.auto)),
            gasoline_consumption = TRY_CONVERT(DECIMAL(3, 1), s.gasoline_consumption),
            color = TRIM(RIGHT(s.auto, CHARINDEX(' ', REVERSE(s.auto)))),
            brand = LEFT(s.auto,CHARINDEX(' ', s.auto))
FROM    dbo.Sales AS s;

You can then reference this view when populating your reference tables, e.g.

INSERT dbo.Country (name)
SELECT DISTINCT sp.Country
FROM   dbo.Sales_Parsed AS sp
EXCEPT
SELECT  c.name
FROM    dbo.Country AS c;
INSERT dbo.Color (name)
SELECT DISTINCT sp.color
FROM   dbo.Sales_Parsed AS sp
EXCEPT
SELECT  c.name
FROM    dbo.color AS c;
INSERT dbo.Brand (name)
SELECT DISTINCT sp.brand
FROM   dbo.Sales_Parsed AS sp
EXCEPT
SELECT  c.name
FROM    dbo.Brand AS c;

And also where you populate your cars table:

INSERT dbo.Cars (id_brand, model_name, gasoline_consumption, id_color, id_country)
SELECT  id_brand = b.id,
        s.model_name,
        s.gasoline_consumption,
        id_color = cr.id,
        id_country = c.id
FROM    dbo.Sales_Parsed AS s
        INNER JOIN dbo.Country AS c 
            ON c.name = s.country
        INNER JOIN dbo.Brand AS b 
            ON b.name = s.brand
        INNER JOIN dbo.Color AS cr 
            ON cr.name = s.color;

Example on db<>fiddle

You can do it in two different ways:

1. way (manual):

INSERT INTO 
   Cars (id_brand, model_name, gasoline_consumption, id_color, id_country)
VALUES
   (3, 'F80', 8.3, 2, 2),
   (1, 'Vesta', 7.3, 1, 1),
   (2, 'Elantra', 5, 2, 3)

2. way (with SELECT): If you run a script or anything else you can use TSQL (if you are using SQL Server) to itterate over all single lines from your import table. Then you can extract your values which you inserted in all the other tables programatically from the columns and then you can use a SELECT to get the correct Id like in this very simple example:

INSERT INTO 
   Cars (id_brand, model_name, gasoline_consumption, id_color, id_country)
VALUES
   (SELECT 
       id 
    FROM
       Brand
    WHERE
       name = 'BMW',
    'F80',
    8.3, 
    SELECT
       id
    FROM
       Color
    WHERE 
       name = 'red',
    SELECT
       id
    FROM
       Country
    WHERE name = 'Germany'),

If you are refering to what to enter for the foreign keys following very basic logic, then you need to know what the ID of the relevant value for the relevant table is.

So if you wanted to insert 'BMW' as car type, you would need to find the ID of that, which in this case would be 3.

The ID/Identity column will be auto populated when creating an entry (unless you have INSERT_IDENTITY set to ON.

When inserting values, if you use a column list to explicitly state what you are inserting values, it can help to clear up exactly what you are adding. You can insert entries in the following way b

-- Explicit
INSERT INTO Cars (
    id_brand,
    model_name, 
    gasoline_consumption, 
    id_color, 
    id_country
)
VALUES (3, 'F80', 8.3, 2, 2) 
-- Implicit 
INSERT INTO Cars VALUES (3, 'F80', 8.3, 2, 2)