«Μάθει οικοδομή» is probably not an apt collocation.
«Θέλει να μάθει να χτίζει», as SBE said, is probably what you'd hear from natural speakers, or, perhaps, «Θέλει (να πάει) να δουλέψει οικοδομή».
Also: «Θέλει να γίνει χτίστης/οικοδόμος».
«Κατασκευή» is probably closer to what you'd call "crafts" in EN (predominantly in plural in EL, too: «κατασκευές»).
«Κατασκευαστικός κλάδος», however, is like saying "construction industry" or something like that.