Start with a planet that has iron or aluminum, since those are the primary outpost materials. You’ll see these when scanning planets, and can open a map once scanned by pressing R (assuming a PC here) in the map screen. It’s good to pick a system that has both resources available. Alpha Centauri has both among the various moons.
Click somewhere with the desired resource to land there. Bring up the scanner with F, and then press R to start placing the outpost beacon. You can slide it around to get decent placement. Once you’re practiced with this, you can try finding spots with multiple resources, but I wouldn’t get too fancy at first. Place the beacon with E.
I’m not sure if the outpost menu will stay up at that point, but you can bring it up again with F, R. Tab switches to the build menu, and should bring up a selection of various buildings. The first tab should already show an aluminum or iron refiner. In the upper-left you’ll see the needed resources. Go out and buy/collect these if needed. If you have enough, you can roam around the local area for a deposit, which should be highlighted. You can press V to get an overhead view for easier placement.
You’ll also need power. Switch a few tabs over in the build menu and you’ll see some solar devices. Build these the same way.
You’ll also want some storage. It comes in solid, liquid, gas, and warehouse types. For iron or aluminum, you want the solid type. Plop it down somewhere.
You then need to connect the extractor to the storage. Head over to the extractor, hold E to bring up the menu, and hit “output link”. Aim the cursor toward your solid storage (it should show a glowing line), and hit E to link up. The resources should then head to the storage automatically.
There’s plenty more to do of course, with additional resources, various other buildings, and so on. But that should get you started.