Zed,
Just in case you wondered, the F9 System Generation and Display screen can be used to place a colony on any system body. Just click on the system body where you want the colony, and click the Add Colony button at the bottom of the screen. One thing to understand, as a new player, is that a colony does not require population. You can place a colony on an asteroid, so you can mine it, but you won't be shipping any people to it.