If Mars is uninhabited, you need to have a colony ship, and you move your ship on to the space that Mars (or any other >0 class, non-toxic world) occupies.
If Mars has been taken over by some other race, then you must either:
1) Invade, by creating troop transports (or the more advanced Combat Transports). This requires you to have researched certain technologies in the tech tree. BE AWARE that invading another race's planets will tend to have consequences.
2) If Earth is a planet you control, it's probably got some pretty good influence values, and Mars is likely to be in your sphere of influence. Build the influence on Earth and surrounding planets until the people of Mars rebel and come over to your side.
You might be able to trade for it, too... who knows.