1)Go to the "Naval Organization" screen. It looks like a star destroyer.
2) Select the "Root" of the OOB on the left side on the screen.
3) Select the "Admin Command" tab at the top of the screen.
4) Near the bottom, select which command type you want. General, Survey, Patrol, Whatever.
5) In the middle of the screen in the two columns, the left being "Systems Within Range", the second being planets with "Naval Headquarters". Select where you want it.
5a) If the system you want isn't on the list, build another Naval headquarters or move one closer to where you need to go.
6) Once everything is selected, click "Create Admin" in the bottom right corner.