You have to build a ship(or ships) with a shipyard component. Then use that ship(s) to build starbases containing the needed components to build a ringworld (or sphere world).
you must also build on a star.
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Gaze upon Taz-in-Space and TREMBLE!
<img src=http://imagemodserver.mine.nu/other/MM/SE4/warning_labels/inuse/taz.jpg alt= - /]
WARNING: Always count fingers after feeding the Tazmanian Devil!