To build a structure, select a Constructor, then click the button on the information panel for the structure you want to build. Move the mouse over the terrain to see a green square in areas that the structure could be built, and a red square where it could not. Click the location you would like to build the structure. This will move the Constructor to the location and begin the construction.
To build any structure, you must have the necessary resources (shown on the button in the information panel for the structure), and available energy. If the amount of resource required is greater that your current capacity for a resource, you must build storage buildings to increase your capacity. You will likely need to build many storage buildings of each resource kind to be able to store a large amount of resources.
You can only build structures in range of a Central Processor, Command Relay or Power Transmitter. When choosing the location of a structure, green circles will indicate the range from these structures. When building a Power Transmitter, it may not be placed where it would put another player's structure in range of it.
At first you can only build one structure at a time. Research Construction Technology to be able to build more structures at once (see Research for more information).