Station Set Up:
First you need to own/hire a TL (to hire them comm one)
Dock it at a shipyard (via comms or property list, IIRC, for a hired ship)
Buy a station and load it into the TL.
Order the TL to fly to a sector.
When it gets there jump to the sector, comm it again and ask the captain to drop your station. Position it using the number pad and press return.
Then you have to tweak the prices or assign freighters to keep it supplied. Also play with the jump range and station cash in the station settings. Freighters is easier - you'll need one per resource, homebased to the factory, and set on Buy ware for best price (requires trade mk2 upgrade).