Everything you need to build stuff will be under the Construct menu. Below is information regarding each command.
Rooms
To create a room, select the Room icon and then drag your cursor over the area you wish to define. This creates walls and floor.
Once you have built a room, you should choose the appropriate zone. This is done by clicking inside the finished room in inspect mode, and picking the appropriate room zone.
Wall
The wall builder can be used to repair broken walls and to independantly build internal and external walls.
Floor
The floor builder can be used to independently build floors. Be aware that floors without walls will not be able to retain an air supply.
Object
Objects can be constructed in appropriately zoned rooms. You can rotate objects by clicking the rotate icon in the bottom centre of the screen.
Demolish
Used to destroy wall, floor, and objects in an area.
Erase
Used to clear blueprints for objects and rooms that haven't been constructed yet. The cost of the rooms and objects is refunded.