Yeah, the build limit with wood is quite low, for really large structures, you're looking at stone and black marble. For massive structures, you're going to need Iron walls, which can be used as reinforcement while other pieces are built on top, around or underneath them. Using Iron reinforcement, you can build massive structures in excess of 5 stories. But it's really time consuming and resource intensive without dev cheats. That can be both a good and bad thing. If you like having a reason to set out into the world and return with a cargo hold full of Iron, you'll like it. If doing anything other than building fills you with anger, you might be better off hacking the game.