Try this: On the map, go to your wilderness where you want to build an outpost. Select it to bring up the detail popup, click the blue button on the right labeled "Outpost". Then select the outpost you want to build and click the blue create button.
same its not working
Do you have the egg and are in high enough level to make the outpost in adittion to owning a wilderness you can build it on? If it still doesnt work, try contacting support.