no, you got something completely wrong there 
first of all, the construction frigates belong only to the one planet they´re first built at (every planet has its own ones, which appear automatically once the planet is yours).
what you need to do is to colonize a planet (after clearing the environment of hostile ships), which can be done by a colonization frigate, or by one of your capital ships (the one in the middle when you build them). the colonization frigate can be built in a small shipyard without any prerequisites.
the research which requires 3 civ stations enables your ships to jump to another star system (or sun, if you so like)