Every phase has a certain amount of technologies to R&D. If there is no more to research, check "Settlement -> .... phase" for the requirements to reach the next phase. As soon as all requirements have been met, the next phase begins and new technologies are unlocked for R&D.
You need to R&D several technologies before sending explorations is unlocked. Start with the tech "Basic prospecting". The next techs leading to explorations should be obvious.
Also check the hints on a regular basis. You can open the hints by clicking on the big "?" icon on the top border of the screen.
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