If you want to construct a building, you have to click on the village headquarters and then click on "expansion to level X". You need the specified amount of wood, clay, and iron. The exact amount depends on the kind of building and its level. The bigger you want to construct the building, the more resources are needed for the next level.
Additionally, some buildings need other buildings at specific levels as a requirement. For example, you can only build a market after you have constructed a warehouse up to a certain level. In the headquarters, you see those requirements as well as the costs. You find more about that in the Building overview.