With SM active, go to the Shipyard Management tab of the Economics screen. On the middle right, next to the shipyard tasks, is a button which allows you to toggle the box on the edge. Then you can add a new shipyard of the appropriate size and slips.
For a conventional start, don't generate any NPRs until a few years in. They start at your level, except in a pre-TN condition. Then you are severely handicapped for a while.