Under the Outlaw Tech tree there is an 'Inventor' talent that mentions constructing new items and it adds bonus or removes setback dice. The problem is that I cannot find anywhere in the book or online how to construct/crafft new items. Anyone have any ideas?

Arbitrarily assign a difficulty based on the complexity of the item, then make them make a mechanics check, based on the tools they have availiable. I'd say that they could spend like half the cost of the item ish (depending on the item, of course) on parts and spend a sufficient amount of time constructing it, and depending on the results, the item is made or unsuccessfully made.

Success means it is made, with more making it faster. Threats might mean that you screwed up a bit so the cost might increase, or the time to make it might go up a bit. Advantages might mean that you circumvent a few things or find some spare parts that save you time and/or money. A triumph might give the weapon the Superior quality attachment for free. A despair might give it the Inferior or one of the other negative qualities, like Slow Fire or Cumbersome or something. A failure means that the time and money was wasted, though Advantages or Triumphs with a failure could mean that you realized that it wasn't going to work early and quit while your ahead, allowing them to salvage time or money that they put into it.

You could let them invent new items using a similar system. My friend is intent on making a high-powered explosive device filled with microfillament nets that expand to entangle huge groups of people.

He calls it the Thermal Netonator.

That's actually pretty intuitive, and I like the thermal netinatior. lol

I'm hesitant to believe that a baradium core wouldn't incinerate the nets immediately, but if he comes up with a compelling argument I might have to let him .

I love the Thermal Netinatior!

Just wanted to chime in real quick because I was reading this talent last night after my Outlaw Tech got some xp, I think the bonus dice could also be used when you "invent" new stuff if you were also going down the Mechanic Tree. They have a few talents that make you out like McGyver where you build random crap out of more random crap to solve a problem.