Salem

I think I might just be being thick, but how do I make a pile of wood!?

I have 4 branches but whenever I try to build the thing i get told 'construction site has no available building material'.

What am i doing wrong?

You need to transfer the branches into the construction sign. Either click them to attach them to cursor and then click them into the branch box in the construction sign one by one, or hold shift and mouswheel down over the branch box. When it's done the box will read 0/4/0 (additionally required/in site/built) and then you can hit the build button.