From the Rules. http://www.swcombine.com/rules/?Cities
1/ Conditions to Build a City
There are a few conditions which must be met before construction may begin.
Be on the planet or in an entity on the planet (must be commander or pilot of the entity)
Be on the ground where you would like the city to be placed
Terrain must be other than lava
No city may currently reside in the construction spot
Owning enough credits (1.5 million credits *MINIMUM*)
Obtaining the planet government's permission*
Having enough faction privilege (Facility Privilege Level 2)**”
So no, you do need any special protective gear, you can do it from your ship.
In addition to the answer "No, just slab from a ship/vehicle"...
Breathing mask, No. Atmospheric Damage in general only does Damage to you, at 1700h server time, once a day, if you're exposed on the surface. It won't stop you from slabbing for an hour, then hopping back aboard your ship.