Do I have to design them like I do a ship and then build them in a shipyard? I have read about transporting them to uninhabited colonies require engineer brigades. Is there an all encompassing guide to PDCs somewhere?
You design them like ships (in the same screen actually, a drop down menu chooses Ship/PDC).
You then build them from a planet's Industry. You can either build PDCs, which are completely constructed and installed, or you can build "Prefabbed PDCs" which can be shipped elsewhere. These PDCs still need to be assembled, but that doesn't cost any resources, and it's much faster to assemble them than create them. They can be assembled either by a population with factories and workers, or by engineering brigades.