Instructions
Start a new solo game or connect to a multiplayer server. When selecting the species you want to play as, select "Terran." Terrans are humanoid creatures and they are the only species that can build bunkers.
Expand your command center to create a new base.
Click on the building menu at the bottom-right of your screen, select "Barracks" and place the new building on the map by clicking on an appropriate location. The barracks allows you to train units, and you must have at least one barracks before being able to build a bunker.
Click on the "Buildings" menu again and select "Bunker." Place your new bunker on the map by clicking on any empty area inside your base.