The standard approach is to transfer existing interactions data by orthology i.e. two proteins in your target organism are linked if their orthologs in some other organism(s) have been found to interact.
Cross-post adapted from my answer to this question:
You can find a rather outdated list and comparison of tools for interaction data integration & analysis on the Table 2 of this article, which presents BIANA, a tool for biological interaction and network analysis. (Disclaimer: I contributed to the development of BIANA.)
There is a web server version of BIANA, where you can query providing all proteins in the organism (e.g. from UniProt or ENTREZ). You can specify which types of interactions you want to include while building your network such as including only physical protein interactions produced by certain experimental techniques.
Unless the species you are working on is understudied (not many known interactions), I dont think you need to use orthology information. Nonetheless, if you do want to incorporate interologs (interactions predicted by orthology), you can select "Add Interologs based on COG" option on panel 3 "Network options".