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Having built a shipyard ok, cannot locate any icon that enables me to build a shipyard - help / advice please
Only available in a few mission maps. Ships can't be built in Free play. Replacing campaign maps is possible though, but requires some work. There is a little information available at http://settlers2.net/modding/ – but most of it is "try it yourself" sort of material, giving the bare minimum information to get started.

Also, to make castle spots in custom maps harbour buildable you must use the Map Generator (available via GoG) to convert those castle spots. Open a saved map, run the Tools menu item and save again.