Loot enough parts to craft something. Loot is marked by a star icon on your minimap. When on a vessel, try to first locate the ship's map. It looks like a small grid or waffle. When you activate the ship's map, all the loot is revealed on your minimap.
After you've finished looting, exit the vessel via STEV/airlock. On the mission complete screen, press A to stow what you've looted. Press RB to access your workbench and build whatever is available to you. Most likely a Bushwacker, Zapper, etc.