Construction is an industry that is part of the secondary sector of the economy, not the primary sector.
The primary sector is one that directly uses natural resources. In other words, the primary sector is extractive. Examples of primary industries would be the oil and gas industry or mining.
By contrast, the secondary sector takes things that have been extracted by the primary sector and makes them into finished products. In the case of construction, the industry takes things like wood and concrete that have been made by the primary sector and makes them into buildings. Because of this, it is a secondary sector industry.