Troops are "built" by training them in your barracks. Click on your barracks, you will see the various troops available to train. Choose which troop you want to train and then the quantity and then train them. If you see highlighted red areas in the popup box of that specific troop type, that means you need to address that concern before you will be allowed to train them. Example: If you see a red Level 5 Barracks highlighted, that means you will need to level your barracks up until it reaches a level 5.