I'll send a ship. But won't it take like several weeks?
Very likely, yes. Then when it gets there it'll only be society level 1 and so will take a few weeks to be of any use. But it's just a "for the future" thing
How many more colonies should I build before building some military?
That depends on if there are any planets nearby that you think "I'd quite like to take that". I took 5 before I started thinking about military properly, then I took another 4 whilst I was at war with PeterKaan. But I wish that instead of taking loads of planets, I'd taken one planet and bolstered it with quite a lot of arcs to get decent population/production out of it. So it really depends on your situation and how you want to play in the future.