The Grand Construction is an additional event which does not have any specific tasks or story, but it is a fantastic opportunity to build and get a unique statue. Once you're done, you can place it in your main camp to receive valuable prizes.

You'll find the event icon in the bottom left corner of your game screen.

There are also some optional tasks you can complete for extra rewards. These tasks are listed in the menu in the bottom left corner. Completing all of them will earn you a special reward.