The movie "the Matrix" completely redefined the word "construct": as depicted, it was a blank canvas in spacetime, which could be filled with whatever was needed for the next mission. It will be quite some time before we master energy-matter conversion in such a direct way, but we can already construct stuff in a more direct way: we started by shaping materials into tools, and as more tools were invented, our capabilites to build better tools evolved. Nowadays we are able to fully design and model products in virtual space, and even test them to see if they work.
We've invented fire, which is a crude method for matter to energy conversion, but energy to matter conversion is still the holy grail. SciFi has described it in great detail, but we have yet to make it aan everyday tool.