The Conan: Exiles Facebook page has been updated with a short note about how structures can be constructed piecemeal throughout one's tenure in the game. Components start off very simple but become more complex as players progress through the game.
In CONAN EXILES you will be able to build all kinds of different structures, piece by piece. While this image shows some of the basic parts, more advanced pieces will also be available. Building parts will also exist in various tiers that have different visuals and offer different levels of defense against attacks. Everything you build is fully destructible, so it's wise to think about how to defend your settlements early on!
Check out the Conan Exiles Facebook page to see more.