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In order to create special structures, you must complete Aether Raids quests to acquire the limited-time Aether Stones tied to those quests and collect them from Quests & Missions on the Home screen.
After collecting the Aether Stones, tap Aether Keeps, then Edit Aether Keep, then Build/Improve to create the special structures. (You may need to tap More on the Edit Aether Keep screen to display Build/Improve.)
Please be aware that once the event ends, the limited-time Aether Stones will disappear and you will no longer be able to create the special structures.