Learn Farsi: پادشاه این امپراتوری بزرگ را ساخته بود.

It is made of two parts: the past participle of the main verb, plus the simple past of بودن (to be). The main verb is ساختن (to build), and its past participle is ساخته. Since the subject is the 3rd person singular (the king), we use بود (was). Together they make ساخته بود (had built).

Why is the object marker را placed after the adjective بزرگ instead of the noun امپراتوری?

را always goes at the very end of the entire phrase that acts as the specific direct object. Here, the complete object is "this great empire" (این امپراتوری بزرگ). Therefore, را must come after the adjective that completes the phrase, not right after the noun.

How do we connect "empire" (امپراتوری) and "great" (بزرگ) when speaking?

You use an ezafe (a linking sound). Because امپراتوری (emperâturi) ends in a long 'i' vowel sound, the ezafe takes the form of a 'ye' sound to bridge the words smoothly. When spoken, it is pronounced as emperâturi-ye bozorg.

I see the word for "king" (پادشاه), but why is there no word for "the"?

Farsi does not have a direct equivalent for the English definite article "the". When a bare noun like پادشاه is used as the subject of a sentence like this, context tells us it refers to a specific, known person, so we translate it as "the king" rather than "a king".