In Interstellar, how could you build a space colony without bringing the Blight with you?

Common agriculture

Many current diseases of wheat and other crops are mitigated by chemical treatment of the seed grains - you can do pretty harsh things to them that will kill many different kinds of bacteria but still leave a seed that will germinate. It doesn't make them immune, but it allows you to re-plant them in a new disease-free location.

This is pure speculation, but if similar things are done right now, then a similar procedure could be developed to "cleanse" seeds of Blight.

Quarantine

Another common option is to identify some spots that aren't yet reached by the disease and use them to gather clean seed stock before it's too late. If really all (100% not, say, 99.9%) the world's crops are destroyed, then it still leaves seeds that are stored securely in the few isolated 'seed banks' that we have. Again, they won't be immune and need to be planted in a safe location, but even if you have a very small number of seeds (say, a dozen grains) then you can reproduce them in large quantities if you have a need and resources to do it.

Securing some Blight-free plant samples should be straightfoward. In principle all you need is one cell from which to clone the rest of a plant. The Blight is described as a fungal infection, so you only need to make sure you don't take any Blight cells with your sample for cloning.

The difficult part is having a Blight-free environment in which to grow your crops. If you stay on Earth, then no matter how well sealed your habitat, sooner or later some of the outside atmosphere is likely to get in and bring the Blight with it. A space habitat avoids this difficulty, especially since the water and construction materials could come from asteroids which had never been part of Earth's biosphere.

As long as you observe strict quarantine and thoroughly de-Blight everything and everyone that comes off Earth, it should then be possible to have a Blight-free growing environment in space.

There are many seed banks around the world today that store a considerable selection of the world's existing plants. For plants whose seeds are not recalcitrant and have been stored securely in one or more of these banks, they could presumably be later transferred securely and used as a foundation for future crops. As long as procedures are taken to ensure that the Blight is not transmitted by its typical vector (air?, physical contact?, water?), it seems plausible.

It's nowhere explicitly mentioned in the film as it obviously tries to steer away from eco-political issues, but it should be plain obvious that Blight is not a mysterious plague suddenly striking a planet that's otherwise in a perfect state but a plant illness that now exploded, in opposite to those millions of years previous to that, when Earth had a stable and healthy biosphere and that illness was controlled by nature's balance. Obvously, the balance toppled, now in favor o the illness.

No matter what habitat and how perfect the environment - as soon as you grow more than just a few plants in a lab, you will always have either parasites or microbes or spores liking a plant just as you do, sooner or later you will always have to help a plant by some means of assistance: a bit more light, a bit more or less water, more or less fertilizer, some antiherbal or antiparasitic remedy, whether chemical or biological. It's impossible to evacuate people from the planet on a larger scale without bringing some spores and microbes surprises with you. The difference is: in a clean habitat atmosphere on the cooper station, for example, if done right, then those remedies will work again like they once did on Earth. The plants on Earth were weakened first before Blight could kill them.