There are two ways to build teams - manually or using the "generate" option.
Manual
Simply select the position you wish to fill and search for the player you would like to place there (you will only see players who are eligible to play that position). You can use the "Filter" button to narrow down the types of players you see in your search.
Generate (Pro Only)
If you wish to apply specific filters to your generated roster, use the "Filters" button and apply the filters of your choice. Note, this step is optional.
Next, go to the "Generate" button and apply the constraints you want your generated roster to fall within. You can also set "Objectives" to optimize hitters, starting pitchers or relief pitchers for specific attributes.
Press the "Generate Roster" button and wait a view seconds for your roster to be created.