EDIT: sorry I just solved the problem. To build it I had to build 4 guilds of different schools
(example wind, illusionists). My bad it was clearly written I had to build another 2 buildings of that type (4 in total).

By the way what about "foreign quarters buildings"?

Ok I am back to the game :P I gotta learn powerful spells! The game's great.

Make an alliance with one of non-human races (in a province populated by elves, or dwarves, or centaurs, what have you), and their respective branch of foreign quarter buildings will be unlocked.

Note you can only have 1 alliance on a given shard.

thanks for the information :)