They are built into the ship by default.
In the Room Travel interface, you will find the "Escape Pods" button in the "Actions" menu. Escape pods are disabled by default, but can be enabled by the Pilot or Commander from the cockpit. Once launched, you cannot replenish the missing escape pod in the ship's stats unless you repair the ship, I believe. You will have an escape pod added to your inventory, however.
____________Trader, Middleman, FI Operator