The map is divided into sectors, which need to be scanned to reveal what resources and anomalies they hold, if any. Sectors can be queued for scanning from the Map Overview. Sensor towers drastically increase the scanning speed of sectors near them and provide smaller overall bonus to sector scanning.
A fast and expensive way to explore the map is to buy Orbital Probes from Earth, which instantly scans a chosen sector.
Building in unexplored sectors carries the risk of building directly atop undiscovered resource deposits.