You need to place spies on worlds in other empires. Many folks like to use sets of three b/c that speeds up your progress to the next intel level.
To place a spy, select a rival's colony and click the Spy button in the details area of the main map. You'll get a dialog box with a mini-map of the planet; just select a tile with a valid building, and you can place a spy. (You can't spy on some improvements, such as Starports.)
Try a search for "spy" at site:forums.galciv2.com and you'll find plenty of threads on the subject.