First, you need to understand what a constructed language is. All programming languages are constructed languages (read the reference). You may then read a little bit about compiler construction, including this reference as well.
Going back to your question, consider this: The English language (a natural language) has tokens 'A-Z/0-9/,;"...' which we use to build "words" and we use languages rules to build sentences out of words. So, in the English language, a construct is what we build out of tokens.
Consider this brick-and-mortar example: Imagine if you set out to build a house, the basic materials you might use are: sand, iron, wood, cement, water (just five for simplicity). Anything you build out of these 4 or 5+ items would be a "construct", which in turn helps you build your house.
I have intentionally omitted details to further simplify the answer; hope this is helpful.
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