While not specific to lighthouses, a lot of buildings that stand in water are constructed using what’s called cofferdams. In simple terms what you do is you put down 4 walls in the water then pump the water to the other side. Sometimes you keep those pumps running to keep the cofferdam dry, sometimes when economically viable you make sure the cofferdam goes deep enough into the ground to not allow for water to penetrate it.
I can recommend this video for you: https://www.youtube.com/watch?v=URC125wpMS4&feature=emb_logo
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