Well the absolute basics are that you'll need an Active sensor, a fire control, a weapon(beam weapon for beam fire controls, missile launch tube for missile fire controls), and a reactor if the weapon is a beam, and a magazine if the weapon is a launch tube.
As far as missile design, you need to design an engine for your missile first through component design(Missile Engine), then put your payload, fuel, and agility(if any) on said missile in missile design.
Sensors have to be able to spot any ship to shoot at said ship, and only active sensors will work. while thermal and passive can track their respective signatures, their utility as far as actual combat goes is somewhat limited.
Beyond that, check out the Bureau of Ship design forum, and the advanced tactical command academy forum, and above all, your own trial and error.