From ECO - English Wiki

To construct buildings out of building materials, players must equip a hammer, such as the Stone Hammer, and select from a number of block forms of their carried building material. This can be done by clicking on the block form next to the carried inventory, or with Left Shift + Mouse Wheel Scroll while the hammer is active.

Stairs, columns, and windows are examples of the block forms that can be created in this way.

See also: Housing