planet creation help!!!

It depends if you're doing stock or the Balance Mod. In stock, all the Ringworld/Sphereworld components can fit on larger Baseships. In Balance Mod, you'll need to construct starbases near the star with plating/cables and then a RW/SW generator on a Baseship to finish the project.

If you're talking about normal planets, then the Matter Gravity Sphere component does that on a ship that's in a sector with asteroids.

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Space Empires Depot | SE:V Balance Mod

Does everything has to be on same sector (hex)? Or i can have plating/cables on bases on multiple hexes around star? Does final component has to be ON star, or it can be anywhere, does ring/sphere world replace star?

Everything has to be on the same hex.

For SE:IV, you need to construct starbases on the star with the necessary components for a Ringworld/Sphereworld.

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Space Empires Depot | SE:V Balance Mod

Build a starship with a shipyard and send it there to construct what you need. These mobile yards are also helpful in fortifying warp points as well.

hmm.. It sounds like you are trying to build something that requires cargo space and not a ship or base.

What are your precise actions on the ui? what are you building exactly?

if you are building units you will generaly need some cargo space to put them in, or the equivilent in a launcher component. If you are building ships or bases you dont need cargo space and they will apear in the same hex as the builder which must be stationary during the building.