Construction can be one of the most exciting and scary steps. Obviously most people won't do the building themselves it will be done by a builder. Construction is quite simple when you have a building approval you allow the builder on to start building.
When paying for building as it continues through the project the builder will require funds for work completed. Paying the builder can become a bit tricky because obviously if you end up paying for construction before it is complete then the project might go undone.
Have a contract in place, the contract will list all required steps and funds can be distributed to the builder in stages of development. You may pay a professional to monitor these steps to keep the builder honest at all times.
Project Construction Decision Point
And do not forget to have an exit strategy at all phases!