[Suicide Junkie]

Common tech requirements include maxxed out ship construction, base construction and some stellar manipulation.

Once you have the tech, you would design the worldship just like a ship or base, and build it in a similar manner.

However, due to the extreme scale, it will be harder to find a reasonable build location.
Using a homeworld or other giant planet with huge construction rate is a basic requirement for finishing such a ship before the game ends.

Also useful, is to design with just the bare minimum number of components. Build that, and then retrofit more components on to save time at the expense of MUCH more resource cost.