Sorry, you can't move space stations in the standard game. You could mod a huge satellite and then be able to move that, though.
As Fyron says, the way to get a battlestation on your WP is to build a space yard ship which has to be cruiser or larger. I really recommend a battlecruiser hull. The cruiser is just barely large enough. I've modded my game to allow the space yard in a transport (it has cargo ability) and use medium transports as space yard ships.