I know I need laser beam heat venting
This is indeed the case for a classic Interceptor-hunting medium vessel; a serviceable Beam Laser with the Long Range modification and the Thermal Vent experimental effect can be acquired just from Dweller, one of the initial engineers you can meet. Everything
else for such a vessel will indeed take a while to gather, though—and mind that lowering your heat is only useful if you are also drifting
around the Interceptor, so you will need to be comfortable with disabling Flight assist!
If that is what you want, take a look at the
Anti-xeno initiative Builds page; the unshielded Alliance Chieftain is a quite nice sturdy vessel for starting, and it has surprisingly strong rotation while moving at high speeds.
If you want more of a beginner approach which will at least show you what happens in such an encounter and that you
can destroy the smallest of the Interceptors, I wrote a modest guide for it with pictures and video; take a look at
Destroying your first Thargoid Cyclops with minimal equipment, upgrades, flying and effort. This uses the newer Enhanced AX multi-cannons, which are not so good long-term for destroying more than a Cyclops and will not help you to learn the classic methods for destroying Interceptors, but you will at least start to experience and understand the encounter, and also how simple it can be to make a vessel which does not explode just because a Cyclops attacked it for a while.
I restricted that Python to use almost no engineering, with only a little from Farseer and only for travel purposes, but by all means toughen the hull. If you want something you can adapt more easily to become a classic Interceptor-hunting vessel later, make it a Krait 2 instead of a Python!
