The build menu is where you can select and pick the buildings you want to build. Players can use it to also pick their own buildings as they wish in Sandbox mode.

Zone/Building Purpose Different types
Residential Housing for Residents Low and High density
Commercial Shops, commerce etc. for Residents Low and High density
Industrial Industry, Factories etc. for economy Low and High density, Farm and Harbor
Parks Increases happiness for Residents N/A
Religion Gives some space for Religion
Management Helps manage the city in some interesting ways...
Police, Health and Fire Protection Protects Residents from catastrophes Police, Health and Fire Services
Transportation Helps keep the city moving and helps the traffic flow Roads, Public Transportation, Traffic Guidance
Sport Some sport for Residents N/A
Electricity Generates Energy for Buildings Polluting, Non Polluting, Nuclear etc.
Water Produces Water for Buildings Water tanks, Filters for dirty water etc.
Airport Connects your city with the world Runways, Buildings, etc.
Military Base Protects the city from dangerous things such as UFOs Zones, Buildings etc.
Gifts and Special Awards Awards that have special purposes after completing a certain objective Skyscrapers, Landmarks etc.
Decorations Some Decorations that can be put in your city for extra detail Commercial decorations, Residential decorations etc.
Land editing Turn water into land or vice versa and add trees N/A