As usual, there are several different ways.
You could open the System Generation and Display window (the yellow "sun" icon near the middle of the top row of buttons), click on the particular body (planet, moon, asteroid, whatever) where you want to start the colony, and click the "Add Colony" button near the bottom center of the window.
Or you could click on the body on the "All Bodies" page of the left side-baar, then zoom in close with the + button, right-click on the body and "Add Colony".
Or you could just use a Freighter to send a load of Infrastructure there on the Fleet Ordewrs window. The colony will be created automatically.
Is that what you meant?