You need to send out Flag Ships to survey more Anomaly's. Eventually you'll find the missing parts to a Prototype called The Retribution that you can build in one of your shipyards. I'm not positive, but I think the Anomaly type "Space Junk" are the ones you want to concentrate on. Just remember that the Prototype Flagships you get from the Commanders tab (and special events like this) are very vulnerable (they get attacked first in combat), and once you lose one you can't get it back. I always try to send them out with a combat escort.