I picked up a copy from somewhere besides GOG.

I cannot build roads. I cannot build a farm. I can't build a single thing, and the objective in the first level is build a farm. Is there any reason why this might be, and what can I do to fix it?

When I click to build, it just beeps at me and kicks me out of the menu.

Nevermind, someone else had the same problem and solved it.

Right clicking has never been less intuitive.

How did you solve this? I have the same problem

how, how did you solved this problem?!

When selecting a building to build right-click to actually place it. Left-click cancels the building placement with that beep noise.