You have to build an Engineer Outpost in a Wasteland Sector on the World Map just like it says.
There's an Engineer outpost building you have to build in your colony first. It's similar to the outpost you build initially to create settlers. This one creates engineers though.
Once you've converted one of your specialists to an engineer, it goes to the world map. You will see special icons for life support, defense, etc. that's for that project. They're usually in the center of a sector on the map. Send your new engineer there, and you tell them to build an outpost that matches an icon in that sector. Also, the Engineer outpost in your colony disappears every time you make a new engineer, so each time you want to send an engineer out into the world, you have to build a new outpost.