At level 10, you'll get access to a quest that helps you set up your first Obelisk. You can find the quest in your Journal at the top left of the screen.

To build Obelisks, you'll need a new unique resource: Gold Nummii. You can find it in chests for completing quests, but you'll get everything you need for the first Obelisk from Naomi when you complete the tutorial quest.