There is an entire engineering branch that design how to do it. The hardest are bridges. 90% of a bridge design is how to put it there.
Skyscrapers are pretty easy in comparison, you build 10 floors, than put a crane on the 10th floor and make another 10 floors, until you get to the top. Stadiums are even easier, except for the roof, stadium cover is as complex as a bridge to be put in place.
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