At some point, many players will decide they want to build some sort of stronghold. The government generally likes this, as it allows them to strengthen the kingdom's defenses.
Keep in mind that every bit of the land in the country is owned by someone - the vast tracts of wilderness are the property of the various nobles who serve the king, who owns his own large tracts of land and the city of Aertael. If a player wants to build a keep or castle, the government will generally pick a spot somewhere on the border and inform them where to build - depending on the wealth and power of the person, you may only be granted a single hex, or as many as seven. It is possible to request a general area to be granted; again, the power and notoriety of the person in question will affect such decisions.
Building and maintaining a stronghold is not a cheap thing to do - you need to consider that a decent sized keep costs thousands of gold, and then you have to defend it - which means troops, maintenance people, which adds hundreds more per month to your costs. If you choose to do such a thing, you can do it one of two ways - design the structure, and use the construction section in the DMG (pages 107-110) to calculate the cost, OR just tell me how much you want to spend, and we won't worry about the details, you'll just have a small keep. Then, look through the hirelings section of the DMG, decide how many troops and support people you want to hire, and calculate how much this costs every month (I don't allow players to ballpark this, as it's vital to the survival of your stronghold).
If you desire to build a castle, you can use this formula to determine costs of the base structure (simpler than figuring out by using the the footage of the 'stone building' with 120' of outside walls times however much bigger your castle is, in the DMG):
(feet (squared) of length of outside walls / 2400 ) x (stories x 2) x 500g = cost of walls
then, for floors: 10 gp / 100 square feet
i have a program that can be run to determine construction costs of virtually any sort of structure desired.
Note that if all you want is a house, or even a mansion, you can buy or build in or around existing cities or towns; such property is generally available for sale, for prices commensurate with size, quality and location.
Land Prices (typical):
City - 21,000 g.p. per acre, or about 1 g.p. per square foot
Suburb - 1300 g.p. per acre, or about .065 g.p. per square foot.
Farm - 400 g.p. per acre. Generally not sold in spaces smaller than an acre.
Wilderness - 200 g.p. per acre. Generally not sold in spaces smaller than an acre.
Note - wilderness territory is typically granted on borders as a boon, and a responsibility to build on it, and guard it, as a hex would cost 6.9 million gold pieces to purchase.
Note there are no 'property taxes'. There is sales tax, a flat 10% of any money made from sales in a shop, or from activities like selling spells. I will deduct this automatically from any source of income you have, unless you tell me you are going to try to not pay taxes. Generally, tax cheats, when found, are penalized fairly harshly, and the tax collector may choose to take valuables of their choice from the offender at a value determined by the tax office. Wilderness properties may pay a tax to their overlord, but generally this is ignored if the landowner is doing an adequate job of developing and defending the land.
Medieval technology as far as glass-making isn't very advanced. You could get glass windows made as large as about 4'x4', they would cost about 100g each and be imperfectly clear and a bit bubbly.
Locks -
There are three levels of quality of locks.
1. Simple locks - these locks generally are held closed by a flexible piece of metal or two, called springs, that must be pushed in or out to a specific degree to allow the lock to open. They are most commonly used on shackles or padlocks on items that are not protecting anything of great value. They cost 1g to buy, and such a lock adds 10% to a thief's 'open lock' ability (but will never push it over 99.5%).
2. Average locks - these locks typically require a key made for the specific lock, and the key must turn to line up several tumblers to allow the lock to open. They are the standard lock as far as picking goes, and cost 5g.
3. Complex locks - these locks are works of art, and often require multiple simultaneous actions that are especially difficult to perform if you don't have the right key. Such locks subtract 15% from a thief's open lock ability, and they cost 25g.