During the tutorial, game asks to build a Scout ship. But it seems I can't do it, because "lacking required production facilities" !

Is it a bug ?

Only worlds with orbital shipyards can produce a scout, so make sure you clicked on the correct world.

(battle satellites, fighters, and ground forces can be produced anywhere, though)

The right world was selected because there is only one in the tutorial.

After restarting the tutorial a couple of time, I finally succeded to build the scout ship.

It's been a while since I did the tutorial, but I seem to recall it giving you multiple worlds (although maybe that's only after the first bit). It certainly does sound weird.