Companies rarely make formal statements about their strategy, however you can get a lot of information from their annual reports, from articles and news stories, and (for public companies) from company earnings calls.
For more information on finding annual reports, see the Annual Reports & Financials tab on this guide.
Companies may also discuss their strategy in journal or magazine articles or in news stories.
This is when the company speaks to shareholders about opportunities and threats facing the company/industry. As such, the company's strategy will often be discussed.
For more information, see FAQ: How do I find earnings conference calls?