I looked at the overview of all my planets and don't see anything special
What do I have to find where and do with it?

Edit: Found it... look at your planets in Galaxy, not in Overview

Edit2: Now that I found it I still don't know what to do... I spied on it but that's all I can do. Can't attack it even though it says it can be attacked because of beginners protection. And I can't transport resources to it, when I try it says 'Make contact with the station'... but how?

You need to enable 3d animation via Options > Interface and find/fly to that station on the Overview page.

I had 3d animation enabled but I always zoomed out to get a better view of space around the planet, thinking some clearly visible pictogram would show up pointing at the station. Turns out that station is shown so small that it needed an extreme zoom in instead. Took me 30min of searching to find a small red square moving across the screen.

Anyway, thanks for helping me find it.

I can not continue this quest. In Overview I see a small green triangle moving backwards. I click on it but have no options to find or fly.