You'll need to build an Orbital Shipyard before you can build a Colony Ship. The Shipyard takes 24 hours to build, so start building it at your Homeworld as soon as you can. Again, Colonies have Population, and for every 100Mu Pop, you get a Factory. All your building of
Ships, Shipyards, Orbital Defenses are all built in factories. Stuff you can't build yet is orange and if you scroll down it will tell you what you are required to have to build it, be it Tech or Shipyard