You need to build the Army Base which sets the planet up for military production. Then make a Workshop/Vehicle Factory which will allow you to make basic regiments. Barracks will lower the cost and hangars and larger vehicle factories will have different regiment options.
All is explained in the starting popup you can check out at any point in the game looking at the mission log.

Thank you. I tried finding the Answer in the Introduction Pop Ups but i couldnt, probably because i was so overwhelmed.