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You can build marines in your home port, but not every ship can recruit them, and you will need to pay cash to unlock a ship that can transport marines (Galleons or Brigs for early-game conquests, Flutes just dont have the guns, later you'll use Frigates and SOLs)
 
You can recruit Marines in any port with Level 2 Garrison, your home port included. But you need a ship that can carry them and cash for recruitment.