its much easier than terraforming an entire planet, orders of magnitude easier. Its difference between building a city and building an entire world. I dont think this is something we’ll see anytime soon mind, Id imagine the better part of a century at the earliest for even the most basic ones.

that being said, the answers to the latter two questions are actually much easier: You solve the radiation issue by putting a lot of stuff between the people inside and space, what stuff depends on where the structure is. On a place like mars, itd probably just be a lot of dirt piled on top, or you build underground to begin with. as for the latter, you dont launch it all at once, just as you dont build a colony on another continent by loading an entire city onto a ship. You harvest most of the needed materials from wherever you plan to build it, and construct it in space. You probably send people back and forth in a large number of trips with multiple smaller ships. This sounds very difficult now because we do not have much infrastructure in space yet, and launching mass is very expensive. Once one can both mine materials in space and refine and assemble them into useful forms there, the task is dramatically easier as one just has to launch the people. We wont really be doing any space colonies without building that kind of in-space economy first, which will be a slow process