Learn Dutch: Dit gebouw is van hout, niet van steen. - This building is made of wood, not of stone.

You can describe what something is made of in two ways: using a material adjective right before the noun (een houten gebouw = a wooden building) or using van after a verb. When describing the material after the verb "to be", it is much more natural to say is van hout (is of wood). Saying "Dit gebouw is houten" sounds unnatural in Dutch.

The English translation says "made of", but I only see van (of). Where is the word for "made"?

You don't actually need it! In Dutch, simply saying is van hout (is of wood) naturally translates to "is made of wood". While you could technically say is gemaakt van hout (is made of wood), leaving out gemaakt is the standard, everyday way to express this.

Why is it dit gebouw and not deze gebouw?

Because gebouw (building) is a neuter noun (a het-word). When you want to say "this" with a het-word, you must use dit. You only use deze for de-words (like deze auto) and all plural words.

Can steen mean "brick" as well as "stone"?