Most races in Twilight Imperium need to wait a whole round in order to build a Space Dock from the moment they take control of a system, that is because of the following requirement in the rules (emphasis mine):
The active player must have controlled the planet for the entire current round. Thus, it is not possible to build a Space Dock on a planet that has just been acquired during the current round.
However, the Saar do not build their Space Docks on planets, as specified on their racial sheet. So, can they build a Space Dock wherever they want immediately as they control a system, or do they need to wait a round like all other races?