I feel tremendously stupid. But I don't know how to recruit a spy. I go to recruit page but the only options are inf and cavalry. Am I meant to build something first to enable me to recruit a spy? Thank you

ur not stupid ^,^
your just new
klick your colony, then the recruit spy button. easy as that

Yes as simmen said it your not stupid, it is an easy mistake to make when you first start Battle Dawn, i myself made the very same mistake when i re-joined Battle Dawn in the New Clients but it was easily feasible to find after i read the Help section for Structures.

One thing in which Simmen forgot to say was that in order to recruit a spy you would need to have a specific structure built the structure in which you need to build is Spy Centre which is structure level 2 on the second last row after UAC control, once this structure is built you will need to have a starting fee for the spy which costs 100 energy and 1 worker then you would have to wait an 24 ticks in order to have that spy available for you to use.

But i dont have that Option. Is there any rule that i should have only one Spy?

Firstly make sure you have this structure


Then if you click on your colony, you should see this icon showing


You need 25 energy, 1 worker and will have to wait 24 ticks and you will have a spy.

(Sorry the pictures are from two different worlds, realized I had a world where I hadn't recruited a spy yet )