No Man's Sky doesn't let you build much, if anything.
This isn't Minecraft. Or Civilization. The worlds are not just procedurally generated on first visit, they're procedurally regenerated on every visit, says "How does No Man's Sky Actually Work"[1] You apparently can't affect the worlds much, if at all. The interactive elements are mostly in space, from the trailers. Planets are basically backgrounds.
[1] http://www.gamespot.com/videos/reality-check-how-does-no-man...