Nobody has a real answer to that question. There has been plenty of talk about it: old-school still says time is the fourth dimension.
If you can get youtube, there is a cool video by Carl Sagen called Flatlander, which talks about dimension concepts.
There are some shapes which people refer to because of their nature twists our idea of space. The mobius strip, and Klein bottle. Might be worth a look at.
Two days in a row, a time-space continuum question. Wow.
(first was on face book if you could imagine).
For simplicity in visual terms we believe that time is the fourth dimension. We live in a three dimensional world and we can experience the phenomenon of time so that is our presentation.
As to building with it. To do that in a three dimensional world is impossible. To visualize a four dimensional world one would have to be one of a rare minority in intelligence. People such as Einstein, Bohr, and Tesla have done it with ease. Bringing those concepts into a three dimensional world was pure genius.
It's what you want it to be.
