As said by @Wander_Prian, Capital ships cannot be built in Highsec at all. They cannot enter Highsec systems using lowsec-highsec stargates, and thus cannot use any form of siege module, including the Industrial Core module.
I know there are some capital ships stranded in highsec, and some capsuleers actually have the special right to undock them, however they cannot use it to get an advantage over other players.
A long time ago, it was possible to construct a capital ship in highsec, and a few of them were before this oversight was corrected. You are officially not allowed to use any of these legacy ships to do anything to gain an advantage, but they are otherwise allowed to be kept by their owners along with the knowledge that if they do anything not kosher, their ship will be teleported out of highsec for good.