okay, I had problems too. realised the issue was actually the .sment files...
I used 7-zip to extract the Files into the proper folders.
for this example, I'll be using pirate.sment (sorry, forgot who's station that was)
in theory any .zip / .rar archive manager should work, but in practice, well, I recommend 7-zip.
*step 1 - in starmade's directory (where the starmade.jar file is)
add a new folder "blueprints-stations"
inside that add the folders "neutral" "trading-guild" and "pirate"
*step 2 - now put your pirate.sment in the pirate folder...
*step 3 - open pirate.sment in 7-zip
*step 4 - you'll notice a folder labelled "pirate" in there, extract that "pirate" folder in 7-zip to the pirate folder in blueprint-stations.
verification - inside the extracted folder, you should see three files "header.smbph" "logic.smbpl" and "meta.smbpm" and a folder "data".
it should now work, of course you'll need to find a NEW pirate base (or a few) in a existing world, or create a new world, and find a pirate base there (I noticed the "defaults" still spawn more often, so don't assume the first station you see is going to be your new station. I actually went through 3 shops and a pirate base before seeing one of the new shops I added.
*i would call this a bug, obviously adding stations does work for some people, and obviously it is meant to automatically extract the station sment files automatically, indicating to me that for some people, it just is not extracting.