construction is just another way of saying barricade construction. thus when you're standing in front of a door or window and you have the proper materials (like wooden boards, a hammer, and nails), then you can click on construction, then click on the nearby square you want to barricade
this will increase its health and thus keep the zombies out for longer. if the building is big enough and there aren't too many survivors inside (zombies can smell or hear lots of humans), then chances are pretty good that if you barricade most of the entrances, you can hide inside of it. zombies won't bother attacking barricades unless they can see you, smell you, or hear you.
it might also help if you want to form a "safehouse" that you can use to sleep in or store various items you might not want to carry around. by heavily barricading it and then using a side or back entrance that zombies won't notice, you can easily stay safe from zombies for a long time. you can use this time to rest/heal, reload, etc.
stealth allows you to try to sneak around. zombies might not see you if your sneak skill is high enough and so you can safely sneak around them (just dont get too close or they automatically detect you).
throw is for things like grenades.
talk will eventually be used for quests and things like that. in the initial release it'll probably just be used for specific dialogues and for random conversations with survivors.
look can be used to click on a square or item and it gives you a description of what it is.
first aid is used with bandages or other medical supplies to heal yourself, treat wounds, slow the infection, etc.
repair and science can be used to "beat" the game (there are multiple ways to do this). I can't be too specific because you're supposed to figure out how to do it on your own.
pick locks is used for unlocking locked doors (requires lockpicks)
drive will be implemented much later on but you can use it on cars to see if they have the keys still in them and gas and all that. if the car still works, you can use the car to fast travel along the roads. the higher your drive skill, the farther you can go.
survival will be used in some areas of the game for gathering food in the wilderness and such. just click the survival skill and you will spend your term foraging for berries and other things. you can also get medicinal herbs in this manner.
pick up picks up items on the ground, open/close are used to interact with doors.
the character sheet displays a detailed analysis of your character and what he/she is capable of doing. the journal is used to keep track of quests (it will eventually track all of your quests, but right now it will just keep track of when you figure out a way to beat the game and the ntrack your progress on that). the inventory button opens up your inventory where you can see what you're wearing and what's in your backpack.
the reload weapon reloads, attack attacks the target square, and use can be used to activate certain things in the gameworld (or use the item held in your off-hand, like an andrenaline syringe or something).
end turn ends your turn.