1) Just wonder how can I store all needed RM's in one place to build the station while I have only one freighter ship. It can barely take one unit and need about 14,000 of them.
2) How to obtain datacard to build a station?

-Get a larger ship, or a larger collection of small ships.

-Join a faction able to build the station you want, get build privileges from them.

If you are using a ship that care barely hold one unit of materials, you are using the wrong ship. You need one of the heavy haulers such as the GR-75 or BFF-1. Or a few depending on the station you want to build.