To construct something actually useful you will have to attach different objects to each other. There are basically two categories of connections: static and dynamic.
Static connections include nails, L-shaped brackets and big staples. Static connections rigidly connect a set of parts to each other to form a single compound object, an independent physical body.
Dynamic connections / joints (only rotation axles at the moment) are used to connect independent objects the way they have a certain degree of freedom relative to each other.
Despite the fact that dynamic joints connect independent objects, for convenience, if you take one of them to the inventory the whole structure will be taken. For example, if there is a basic cart, a platform and four wheels, and you take the platform, you'll get the whole cart in the inventory.
C to switch to static connections or
V for dynamic joints, then use
Scroll Wheel to choose the desired connection in the category.
LMB to establish a new connection or
RMB to remove the existing one.