I think the idea was that ship changing was made possible starting as of 1.02, but that did not mean the player gained the means to change ships in a normal game (until after Heretic). However, modders who wanted or needed ship changing can add that feature to their mods. And thank you for download...

There are no shipyards in the St Katherine's system, because there is no ship changing in the unmodded game. The only shipyard in the game is the Ares Shipyard, and that's just a hostile station that spawns enemy vessels. If you want to be able to change your ship mid-game, you will need to install...

Well, for lack of a better phrase... I'm new to this.... I've been searching for my answer throughout the forums, and can't seem to find anything that would help other than a few different posts regarding shipyards and their locations... I'm not currently using any mods other than the Ore Scanning P...