The condition for a science victory, one of many ways of winning the game in "Civilization V," is to build a complete Space Shuttle before any of your enemies can either do the same or win in another way. The Space Shuttle needs to be built part by part and then assembled in your capital city. If a victory has already occurred and the game is in "one more turn" mode, or the possibility of a space victory is switched off in the game option, you can still build the parts, but will be unable to assemble them.
Build all the parts for your Space Shuttle. If you haven't yet fully developed your Tech tree, you will need to do so before you can build all the parts. The SS Cockpit part requires you to unlock Satellites tech; the SS Booster part, which you need to build three of, requires the Robotics technology; the SS Engine part requires Particle Physics; and the SS Stasis Chamber requires Nanotechnology.
Move the SS Cockpit part to your capital city. Protect it with an army while it is in transit, as other players may try to destroy it to slow you down. Ensure there are no workers or settlers in the city, as this will prevent you from moving the part in. Once the SS Cockpit has reached your capital city, select it and click the "Spaceship" button that appears in the list of available unit actions.
Repeat the process with the three SS Boosters, the SS Engine and the SS Cockpit. Once you add the last part, your Space Shuttle is finished. Launch it to achieve a science victory.
Researching Robotics tech also unlocks the Spaceship Factory building. Add this building to a city to speed up production of Space Shuttle parts in that city.