Before you can make a turret, you need to design a specific weapon. Click on the "Design" tab at the bottom of the reasearch screen, then (for example) take a 10cm laser with near uv frequency and capaciter 3. Click on the create button. This will put a specific laser design that you now need to reasearch. You can find the design under the ship component field of the reasearch screen. Once the design has been reasearched you will be able to choose it when designing a turret. Currently the only systems that can be placed in a turret are Lasers, Mesons, and Gauss Cannons. Weapons like railguns, torpedo's, carronades and microwaves beams do not have the option of being put into turrets.
This may have been more detail than you needed, but I have seen several related questions recently so I thought I would map it out for anybody.
Brian