Buildings are stationary facilities that gives you and your miners abilities. They can for instance be used to train miners, upgrade vehicles or passively supply air.
To construct a building, it has to be ordered from the Buildings Menu (B key) and have all it's dependencies fulfilled. The ground where the building was ordered then turns into Building Paths, which will become conductive when the building is finished. A set of holograms shows what resources are needed to finish the building. In most cases, a building also requires Barriers, which are automatically dispensed by the Tool Store.
Compared to Lego Rock Raiders, the abilities and dependencies have been changed to give the player more freedom and make more sense.