A Proud Moment

Build a factory.

You will need to build an station or factory to gain this achievement. There are two ways to do this:

Hire an TL
For those who dont have their own TL ship, you can hire one. To do this com with an TL and talk to the captain. Say you want to transport something and buy him/her the money. Now com with them again and ask them to dock at the shipyard. Once the TL is docked, buy a station from a shipyard. Now tell your hired TL to Move to position and select an sector/location. Once there (which can take time) ask the captain to build the station, and after a short cut-scene you should have your own station!

Got your own TL?
If you got your own TL, just tell it to land on a shipyard. Once docked buy the station and tell it to either move to position or Jump to sector. Once the TL is in the sector you want, go into the cargo bay and build the station.