On the server you can build either in towns or in the Wilderness.
If you build in the wilderness and you get griefed, just wait/ask for/a moderator or an admin to check the griefed areas and roll them back.
If you live in a town, and do not have a plot, simply type /t online and then /t, If you can see in the town assistant section someone who is in the /t online list, Type /tc and then ask for them to get you a plot.
Most of the towns either have taxes for each plot you own, or you have to pay a certain price for one of the plots.
I hope this answers your question!