there are 2 answers to this :)
1) yes.
2) no!

1) -- yes, random enemy and events target your construction.
2) -- but, you can use a variety of tricks that make your stuff nearly 100% safe and undamaged during attacks, or even to the point that the enemy just wander around shaking their fists in frustration. If you have a large elaborate building project, you can, and absolutely should, protect it.