I don't have the game open right now, but as far as I remember there IS a button to create a Space Station on the moon. It just doesn't work. YET. The mod is still in Alpha though. Micdoodle is working on adding tons and tons of features.
Don't worry. It's a planned feature (as far as I can tell), so impatient people are probably going to go ahead and create an add-on that does it.