There are a number of sub menus in the bottom right.
The main things you need to do to be able to craft/build things is the skill to do so and discovered its component items.
So go wild, snapp off a load of branches, take those pine cones and grab those berries. You never know what one may lead you to a discovery.
Cone cows are great curios early on. Get some sticks and a large (pine) cone. make some of those, then get those skills.
I love the discovery of new things in this game. I miss the days when i was a true noob. Now i just ask stupid questions and flood the ideas part of the forum. HAHA