On the houses wiki page here the six homes listed under "houses" you don't build, you buy the house then buy upgrades for it (except the one that you get given fully completed from a Dragonborn quest). The three houses listed under "plots" are the larger homes you have to buy the land for and build from scratch that were are added by the Hearthfire dlc.
So for Breezehome, Hjerim, Honeyside, Proudspire and Vlindrel you buy the house and then upgrades, but Severin you just get given as a reward for completing a quest in the Dragonborn dlc.
Windstad, Lakeview and Heljarchen you buy the land and build the house yourself with the dlc Hearthfire.