When you click the "No" button on the 2IC Help screen for building ships, you are taken straight to the Build Ships screen where you can manually select or design your own ship classes and give orders for ship construction.
Although most players would find it too time consuming to plan an entire navy, the option is available if you want it.
See building ships for full insructions.
Note that when you are building historical ships, the computer automatically selects historical names, so it is actually reasonably quick to order the building of multiple ships. Having selected a class, each time you click on "Build" a ship of that class will be named and added to the construction queue.