Build several pieces of terrain. Terrain can be stations, cover and just things that look pretty. If you are playing with rules for hazardous terrain, you should also build pieces for that, such as irradiated ground or perilous plants.
Stations have distinct properties:
There are no other limits stations. For stations, build anything that is valuable to defend or seize. The door panel on a drop ship, a cache of medical supplies, a research facility’s data storage drives, a truck with a flat tire and a load of fresh peaches.
If you use something with a larger base, mark the section that is the station. The rest is regular cover.
Any structure on the battlefield is cover if it's 3 bricks or more high, except stations.
A frame counts as in cover, if:
If there are terrain pieces anywhere else between target and attacker but further away than 1 unit of the target, ignore them.
When building your cover, make the height about 6 to 8 bricks tall, so the cover provides a large enough surface to provide protection.
Additionally, frames that have not been destroyed count as cover, too. Even hostile ones!
Instead of entire terrain pieces, count only actual bricks for the purpose of cover.
You can also build terrain that is not a station and less than 3 bricks in height. Such elements are just eye-candy, unless you are playing with the additional rules for hazardous terrain. Optionally, you can build difficult terrain which does not provide cover, but still requires a movement system to traverse.