Soem buildings, especially workshops, can only be built by dwarves who have certain (I forget what they're called, let's just call them job tasks, like carpenty, mining, craftmaking, etc). Other structures require dwarves with the archetecture task to be enabled (masons will have this enabled by default). It is also highly recommended to turn off most or all hauling tasks for dwarves you want to focus on their work instead of hauling things.
They also have their own unique way of doing the jobs they need to do, which is often interrupted by them being scared of deer or any other wild animal, hunger, thirst, sleep, and breaks (although in the old version whenever a dwarf went on a break I made him into a recruit then switched back and he would go back to work).
And the game is almost entirely keyboard input.