The building in Valheim is not the same as many other games which have building in them, so if you are used to a game such as (example) Ark, where the piece just highlights automatically in the vacant spot, then you may get frustrated with Valheim building (until you learn what to do)...

You must select the piece you want to place, then aim your cursor on the edge of the (already placed) piece you want to snap it to... If you can't see the edge of the existing piece, then you can build some temporary scaffolding by adding a roof piece to the wall to stand on and get a higher vantage point, etc.

Once you KNOW where you have to aim your mouse, to add a new piece to your building, it gets much easier, and soon it will be second nature.