OK ... I "constructed" the space station. It is still "under deployment" (don't really care that much).
Then I went to a planet to build my "base" ... lol.
There is no base building.
It is just a selection of a "settlement" (complete set) of a type (agriculture, whatever), which belongs to a "local faction" (so, not mine), and even that we cannot apparently "build" - you just designate where it should be and the whole settlement will then after some time "magically appear" (just as the station magically appeared).
This is a huge let down for me ... I was really hoping I could build "my base", as in BUILD, i.e. choose modules, habitats, walls, whatever and then place them and build the bloody thing, which is then MINE, not this crap ... Ugh.
but you get to space truck cargo from one station menu to another like 100 times. it's super fun because trade is very exciting.