Humane,
You can build a SB anywhere.
When moving a constuctor, on the "ship information" tab (the little box at the botton with an "i" in the circle), there will be an elongated bar to the left showing an arrow with (IIRC) what looks like a box (actually, a parallelogram) at the bottom. Click on this, and you will build a SB.
(Or, being sensible like Nirv, whose post I just read, says, you could always just hit the "B" key...)
Building SB's in non-resource sectors is a vital strategy (imho) at the higher levels, because the production bonuses their modules give are stackable and really improve your planetary production on those worlds within that sector. Even better, unlike a planetary building, there is no maintenance cost on a SB module increase. This is a key component of maximizing your planetary production while keeping your maintenance negligible.
The rule of thumb I follow is, if a sector has 3+ colonized worlds in it, it gets a SB.
~SDC~