The first tools you need are: an axe (chopping trees), a knife or mace to fight (against the dwarves is good the torch- they are afraid of fire), a hammer for building (if you hold it in hand, middle button destroys a target structure) and a hoe to level and raise the terrain (you can build dirt walls, which are indestructable with attack). The trench can only be made after killing Eikthyr and making a pickaxe. I recommend the knife for combat due to its secondary attack - a jump to a target from a greater distance - very good ability and for troll killing is must to have. Later, when you have enough material, a buckler must be made to repel the attacks.

Equip your hammer, aim at workbench, middle mouse button.

Maybe they had the hammer in their hand when they were attacked, and started left clicking thinking they could attack their assailant with the hammer. There is a certain logic to that. It's a hammer; why wouldn't you be able to pound skulls with it in addition to nails? But instead of attacking, it built workbenches everywhere.

Yeah... in this game, the hammer doesn't work as a weapon, strange as that sounds. A simple wood club though... that works just fine :-P

If your mouse has a middle mouse button that is the default for "unmake".
Also, if you press the hot key (1-9) for a quick item it will switch you out of building mode.

You delete built items by middle mouse clicking on them - or at least that's the default.

Just out of curiosity, why are you building workstations to defend yourself?

good thinking, to wall yourself in with benches to keep the bad guys out :P
Kidding aside, a few things (most important, boats!) require you to destroy them via a weapon instead of dismantle. This also works if you don't want to make a bench to destroy one item or something soft like a wood building.

You need the hammer in your hand for the middle mouse button to destroy things.

The workstation stops things from spawning within a small area around it, but it does nothing for things that spawned elsewhere and walked over because you were making noise. The only thing a workstation might do then is give them something else to attack if they can't get to you. If they're already attacking you, it's too late.

If you want to build something to keep greylings and greydwarves away, put down a campfire, but the dwarves will still throw rocks. Or build walls, or ditches, to keep them away from you.