First design a missile engine, like with fighters you should use the highest multiplier available.
Open the 'create research project' window. [The 'design' button on the population and production window]
Select 'Missile engines'
Select the best engine tech you have available [Nuclear pulse Engine technology]
Select the best power multiplier you have available, note that you have double the power mulitiplier that is available for ship engines, you should have either x2 or if you have researched 'x1.25 multiplier technology' you will see 2.5x available.
Next select engine size; you should create a 0.1 engine for making anti-missile missiles, and also make a size 1 engine for making anti ship missiles.
Then select [Create] to add the design to your research screen.
Research these designs under the 'power and propulsion' tab of your research window.
Now finally onto designing the missile itself.
Click either the [missile design] button on the research window, or the [missile] button on the 'population and production' window.
Under 'engine type' select your size 1 engine, engines are listed by power so your size 1 will be the most powerful one there, you can see the engine statistics underneath this drop down.
Now lets design a size 6 anti ship missile, change engine number to 3, warhead strength to 2.5 and fuel to .5 .
You should see now the missile's speed, range and hit percentage. If the missile's range is far greater than what you can see with the active sensors you can realistically design then lower the fuel number, add or remove engines depending on if you want a slower missile with more warhead, or a faster missile with less warhead.
Note that an anti missile missile needs only a single point of warhead, as much as possible should be put into engine.
