Build them in engineering. They have a base cost of 100 Credits, but the more Engineers you have, the cheaper they become. You need Uplinks to use them, each one can handle two sats and there's an upgrade later that lets you build rooms that can handle four. If you lace them next to each other, you get a freebie uplink, so two Uplink Facilities next to each other grant you five links instead of just four. This stacks, so try to build the rooms close to each other.Thanks. How do I get satellites?
That's XCOM, baby. Some missions are nearly impossible to get through without losing a soldier. But if you keep losing them, you may need to rethink your tactics. Are you using cover? Are you using grenades to blow up enemy cover? Are you getting flanked?Oh, and do I need to restart evertime I loose a solider? They are dieing all the time...
A good tip that a lot of people might not think about is this: DON'T SPRINT! Never, ever do a double move unless you really, REALLY, need that defense bonus for running. Single moves, cover to cover.
Never expose new areas with a soldier who has used both his turns. Move to cover. See any aliens? No? Overwatch. See a few aliens? Decide if you can take 'em this turn. See a lot of nasty aliens? Retreat to better cover, throw a smoke grenade on your guys, and have everyone on Overwatch or Hunker Down. Then pray.