When it comes to exactly how the structures are made, there are a few key options in terms of construction.
First is conventional steel fabrication. This entails different teams of fabricators cutting up members of steel to ensure they reach the correct lengths. After this, they weld everything together to create a final structure. Where this is done can vary. Some jobs require doing this all at the construction site, while others do partial fabrication in a workshop. The latter is preferable to save time and work under better conditions.
The next option is using bolted steel construction. This entails the fabricators creating finished, painted steel components. After their work is done, the components are shipped to the worksite and bolted in place. This is the most preferred method overall, as it allows a lot of the fabrication work to be done in a workshop. This means better lighting, better machinery, and easier conditions to work in. The size of the components is generally contingent on the truck/trailer they are going to be transported in. With most of the actual work done off-site, all that needs to be done at the actual construction site is lifting each member into place and bolting it in.
Lastly, you have light gauge steel construction. This is a practice generally reserved for small commercial buildings and residential structures. Anyone experienced with wood-framed construction will likely find this similar, but light gauge steel members take the place of the wooden 2x4s. Light gauge steel is thin sheets of steel bent to form either Z-sections or C-sections.