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"La religión" is a form of "religión", a noun which is often translated as "religion". "Construir" is a transitive verb which is often translated as "to build". Learn more about the difference between "la religión" and "construir" below.
la religión(
rreh
-
lee
-
hyohn
)A feminine noun is almost always used with feminine articles and adjectives (e.g., la mujer bonita, la luna llena).
1. (faith)
a. religion 
Las dos religiones, católica y musulmana, convivieron durante siglos en la ciudad.The two religions, Catholic and Muslim, coexisted in the city for centuries.
2. (figurative) (something very important)
A phrase used as a figure of speech or a word that is symbolic in meaning; metaphorical (e.g., carrot, bean).
construir(
kohns
-
trweer
)A transitive verb is a verb that requires a direct object (e.g., I bought a book.).
2. (to form)
a. to construct 
Para construir una oración completa, tienes que identificar el sujeto y el verbo.To construct a full sentence, you must identify the subject and the verb.