To 'create a colony' doesn't necessarily do anything, it's just required for doing anything there.
What you want to do on Mars totally depends on what you want to do in the long run, and how many minerals are there.
To transfer colonists, you should first produce Infrastructure on earth and ship it to mars, or they will just die there.
Mars is remotely habitable, so terraforming it for manned mines might be cheaper if theres enough minerals to justify a long time mining operation.
Jump points itself don't necessarily pose a thread, keep in mind theres likely more Jumppoints, even if you were to be attacked, I would guard my homeworld.
Once you have a jumpcapable ship, you can probe those points to see whats behind them.
If you got a lot of time, it also helps to read some of the campaigns posted on this forums, they give quite some info on tactics and the like.