The Lightsaber you got on Korriban should have been a custom quality item. So you should have one already. If you have one you can ctrl+right click on it to open the modification window where you can change out the different modifications. For a lightsaber those are Hilt, Mod, Enhancement and Augment. There are several places you can find them. Quest rewards, the GTN and Modification vendors, the most common ones being the ones that use planet commendations and are located on the Fleet among other places. Hope this helps.
The basic modification slots are Hilt, Mod, Enhancement and Crystal for lightsabers.
Augment slot is only on the item if you A) add an agument slot kit to the item, or B) get a critical success crafting it.