Hi Kasia!
These words mostly mean the same thing. ‘Construct’ is a more formal word, so it might be preferred in some cases and not others.
‘Construct’ is particularly used to describe creation by mental activity, like a theory. ‘Build’ can be used in this sense too, but it is not as idiomatic. ‘Construct’ is also used in technical drawing with the meaning ‘draw by measured proportions’.
‘Build’ has one idiomatic use where it cannot be replaced by ‘construct’. It can be used to mean ‘increase steadily’:
"The excitement is building up."
"Tension started to build."
- Garzo.
