If you are new in the game I highly recommend you to check this youtube channel: http://www.youtube.com/channel/UC7JIth9oNhLTOvkLUJekheg
Where you can find a lot of tutorials to get started and every day come out a new one.
Also if you ask something in the channel comments you get the answer in a few minutes.

Anyway back to your answer blueprints are drawing required for a builder to construct modules for your stations. There is 3 major faction in game Argon, Paranid, and Taladian each have their own version of different blueprints. Example Taladian Habitation module costs less to be construct and using less resources to run.
There are two ways to obtain blueprints
- 1st By buying them from faction representative and few of them are locked until you got the proper license
Here you can found all you need to know to unlock licenses you need: https://www.youtube.com/watch?v=_I1KZmgk1aw
Also to obtain licenses you need to increase your reputation with the faction and about this, you will found the guide here: https://www.youtube.com/watch?v=UsUB8HLKj2E
- 2nd By Hacking station modules using data leaks
To be able to hack station 1st you need to complete the main quest called Scientific Expedition that unlocks research where you can research with the module you want to be able to hack. Here you will found a detailed guide to complete this mission: https://www.youtube.com/watch?v=rmUaijgOteQ
Once done and you researched hacking for the category of the module you need you can hack the data leaks already upside the station our use emp bombs to generate few of them. Here you will find the guide about this: https://www.youtube.com/watch?v=a9FpPOP8Dsw
In case you want to learn more how craft emp bombs you also can check out this guide: https://www.youtube.com/watch?v=A1WcjJTjjdM
Few of crafting components for this bombs and also the bombs already constructed always are sold from black market but you need 1st unlock it. You can find the guide about how to unlock the black market here: https://www.youtube.com/watch?v=zLilB-yS93I

What to do when you got the blueprints?
- 1st You need to understand basics about station building, management and supervise options about this you can find the full tutorial here: https://www.youtube.com/watch?v=0DgSCCp2AF0
- 2nd You need to make initial money to build the station itself that usually costs 20-30 millions and how to make them in early game you can find a guide here: https://www.youtube.com/watch?v=nmkd32G-nag
- 3rd You need to learn how to buy ships in order to process miners and traders that need your station to operate about this you can found the guide here: https://www.youtube.com/watch?v=GeZ0LOxSzCo
- 4th You will also need to learn how to hire crew because your station need in a manager to operate about this you can find the guide here: https://www.youtube.com/watch?v=YzRhHreIIV8
- 5th You need to decide with the station to build you can see the different loadout and sequence of the building of different stations in this steam guide: https://steamproxy.net/sharedfiles/filedetails/?id=1645335715
- 6th If you want that your station will give you 25% more profit you have to understand also how works efficiency about this you can find the guide here: https://www.youtube.com/watch?v=E60gHYkZ-eU
- And an extra building your own station you can claim sectors about this you can find the guide here: https://www.youtube.com/watch?v=83l4mP9ItWE