Reply #1 Top
You build them just like a wonder. The only real difference is that you can share the bonus with other races in exchange for money/techs/etc. Likewise if an AI beats you to one, you can buy the bonus from them in the diplomacy screen.
Reply #3 Top
A wonder is a special construction project that takes extra time and resources to build, but provides a specific bonus to your civilization. Most wonders can either only be built once per race or once per galaxy.