1) A means to select (as if clicked on) a system while in the station manager. For example the little icon (below) that looks an awful lot like a button to me already, make that a button which selects the system as if we had clicked on the system in the starmap.
image:

2) A news event when a station has completed building all queued modules and the event focuses on the system the station is in when clicked (like most events).
3) A specific notification like 2 but for combat modules only (per module or last combat module in the queue completed)...
4) The ability to pick the default weapon system which would be applied to the combat module when it's completed. (per station or empire wide.)
5) A means to open retrofit(station) from station manager.
I feel like I had more but pain medication makes it hard to think clearly.
btw/aside: "The facility has received a weapons upgrade." notification is unhooked in that clicking it doesn't go anywhere when clicked.
Right now my reaction to how it works tends to be among the following:
1) Act like it's not in game... Don't care about combat modules, don't build unless required, never retrofit.
2) Act like it's a potentially important and meaningful game decision... Monitor stations (open station manager, filter by station type, click through each station that is a likely candidate) for each turn that there might be something to do. Remember the system which I found is done with it's combat modules, close station manager, find the system the station is in (via looking around, the next/previous system hotkey, or planet manager). Go through the retrofit process. Repeat if there might be others. (Very time consuming.)
3) Act like it's a trivial game decision... Include the combat modules at the end of whatever upgrade plan I have for the station and if I happen to notice the station is done building modules retrofit the weapons.
4) (When I'm feeling better) Write a note in a notepad listing the system name and the expected turn the combat modules will be done on. This works fairly well except if I don't repeatedly leave the game to update/check on the notes. I tend to try and find a way to play that doesn't take me out of the game much if I can.