The turbine is built at the Bus Depot. You'll need the following pieces, which are found in the starting room at the bus depot.
A mannequin body
A tail fin
Once built, have all players grab a turbine from the workbench.
It's a good idea to have a look around outside, you need to pick up two items at the bus depot, you'll need them later.
The meteor, found in the hole in the wall at the front of the bus depot
The nav card reader, found around the back of the bus depot.
When you travel from the bus depot, to the gas station, through the tunnel, you should look for a plank of wood.
Now, these parts depend on whose side your taking in the Easter Egg, Maxis or Richtofen? It is advisable to make the decision before the game starts and decide which path to take. So have a look at our side quests, on how to build and find the relevant parts.