Holy City means the city/star system where a Religion/Value is founded. So to build DS 9 you need to have founded Exploration plus it has to be your State Value (you cannot build it if you have the Ideological Pluralism civic enabled, because that means you have no State Religion/Value). Running the Representation plus Ideological Pluralism civics is best for maximizing research. (If you set all your systems to Research, you´re not producing anything - so also no research buildings.) You can enable Tutorial via your game Options. That should help you a bit. EDIT: As a strategy guide it is suggested to specialize your cities/systems. So if you have a city/system with lots of hammers in it, build all the production facilities in it and use it to produce lots of units; if you have a commerce/trade system, maximize its financial output. If you have a system thats good for research, build all the research facilities in it, etc.