Give the station a defender
Assign an armed ship to protect your station so the freighter that feeds it can keep doing its job. Main Sequence pits your industrial operation against an alien defense network, and the official Steam store description describes using your fleet to defend your infrastructure. Start with the station that would be hardest to lose or supply again.
Fit the ship for a defensive job
When you design the ship, make room for the weapons and propulsion it needs to intercept a threat. Decide how much cargo space that ship actually needs for its assignment before reusing a freighter design. The October demo added Shield Generator Mk. 1, so check whether it's available in your build when comparing defensive layouts.
Plan what keeps running during a fight
Pick a response before you send ships to a new mining outpost. In solo play, keep track of which ship you can bring back to defend the station if your fleet is spread out. In co-op, one captain can handle defense while another works on transport or mining. That division leaves somebody free to keep the factory supplied during an attack.
FAQ
What should I protect first?
Start with the station whose loss would interrupt the rest of your operation. If a station provides the only supply of an input your factory depends on, give it priority.
Is a shield module part of the October demo?
Yes. The October demo update introduced Shield Generator Mk. 1 as a combat and design option.
Can I have one player defend while another hauls cargo?
Yes. The game's official co-op description calls out defense and logistics as roles different captains can take.