They build from the logistics chests, and yeah by blueprints. You can also have them tear things down as well, and they wind up in logistics chests. One thing I am doing is I have two separate logistics networks, and from my main I have conveyors taking things I want to the 2nd logistics network.
You can also start a Sandbox game mode to explore everything you can do (note infinity chests are extremely useful, you pick a item in the game, and it will produce as many of them as you want perpetually, then your inserters can pull those out into conveyors simulating different parts of what you'd like your factory to look like). Definitely recommend this approach, you can explore as much as you'd like to explore.
Also note, there are a few websites with prebuilt blueprints as well.
You can also start a Sandbox game mode to explore everything you can do (note infinity chests are extremely useful, you pick a item in the game, and it will produce as many of them as you want perpetually, then your inserters can pull those out into conveyors simulating different parts of what you'd like your factory to look like). Definitely recommend this approach, you can explore as much as you'd like to explore.
Also note, there are a few websites with prebuilt blueprints as well.