A structure is a combination of connected modules, some of which may have parameters coded directly to their input ports, others which may be connected, and others, which are not connected at all.
What you can do with ArtsBuilder is describing structures. You describe, which modules you want to be connected with which other modules. When you are done, you can save that structure description to a file, or tell Arts to create such a structure you described (Execute).
Then you'll probably hear some sound, if you did everything the right way.