What you'd need to do is have some orbital habitats and factories on the planet you want to build the Underground Infrastructure on and then task the factories to build.
The underground infrastructure cannot be transported, which means it has to be built on the body you want to use it on. It was designed to be that way.
First time building some underground infrastructure. Earth shows 1,000 pieces of it. However, in the TG menu, there is no command to load them to my freighters? Is this a bug or am I doing it wrong?