How to build it? I dont have an option to build it. And one more question - is it possible to rent the terminal to other airlines?
You go to stations, click on the station you want (blue arrow on the right) and on “Facilities” you can build terminals but its quite expensive. On “Ground Services” you can rent terminals from other players.
Don’t build terminals until you have enough money. What enough money means? Enough means that you can swim in it.
As highscore said only build terminals if you have billions over and dont know what to do with them. They barely make you money and if they arnt in your hub you will usually forget about them. Even if you have billions primarily build terminals for your long haul. But personally i would rather start purchasing my fleet. Its a better investment and its easily leasable and sellable when you are done with them. Terminals are very hard to lease and impossible to sell. Though I recommend cargo centers as they save yiu quite some moneu.