You can build a Great Building by collecting the 9 blueprints for that Building. You have a chance of finding a blueprint each time you motivate, polish or plunder. Be aware that the blueprint drop is random and that you can end up with a lot of duplicate blueprints before you have the complete set in the end.
Also, if you want a Great Building from a particular Age (e.g. the Iron Age), you must polish, motivate and plunder buildings (and for polishing - decorations) which come from that Age.
For more information on the Great Buildings, check
the Great Buildings Encyclopedia.