When you have collected enough resources you can start to build and upgrade buildings within your city. Each building has a slightly different requirement to take into consideration when constructing with some buildings requiring the player to advance through the ages before they can begin construction.
Upgrading buildings will increase the population size which is an indicator of how well your city is developing.
The following buildings are classed as military structures:
Command Post, Barrack, Archery Range, Stable, Siege workshop, Civil Workshop, Tavern and Special Building
In these military establishments you can train, setup and manage your armies. As you advance through the ages more buildings will be unlocked allowing you to construct newer facilities to expand and modernize your army.
Its rather pointless making all those resources if you have nowhere to store them right?
After making a resource gathering structure you should consider building a 'Resources Storage' to house all the excess resources you no longer need.
Upgrading these facilities will allow you to store greater numbers of resources which are essential if you wish to expand your empire.