[LintMan]

The only thing that can fit one of the ring/sphereworld components is a starbase, and since they have no engines, you pretty much have to build them on site.

So here's what you do:
0) Make sure you have ungodly amounts of resources available to spend.
1) build a large fleet of cheap space yard ships (10-20 or so of them).
2) Send them to the sector containing the star you want to build the ring/sphereworld around.
3) Create 3-4 star base designs, each containing either the plating, cable, or ring/sphereworld generator component.
4) Start all your space yards building the necessary amounts of each component, on site.
Ringworld - 5 cable bases, 5 plating bases, and a ringworld gen base.
Sphereworld - 10 cable, 10 plating, and a sphereworld generator base.
5) Hint: The generator bases take a lot longer to build, so you might want to start those in advance.
6) Another hint: you can mothball the bases after they've been build to keep your maintenance down some, but remember you'll need lots of on-hand resources to unmothball them later.
7) When everythings done, select the generator base, and use the stellar manipulation option to create the ring/sphereworld.

FYI: it really isn't cost-effective to do this; it's far cheaper to make some planet-builder ships and use them to convert asteroid fields to planets.

Have fun!