How can we say that immigrants built the USA?

Well the rail-roads constructed in the East were built mostly by Irish Immigrants as well as other ethnic European immigrants, then the Midwest and Western rail roads were constructed by many Chinese and other Asian immigrants.

America itself was founded by thirteen colonies of radically different national and ethnic backgrounds, the Quakers were mostly Dutch, there were lots of French and English as well as Scottish nationals living in New England, Italian nationals immigrated in large numbers between 1900 & 1950.

Even enslaved Africans were used to toil and labor in the expansive Southern cash-crop agricultural economy, without their labor the South hasn't really seen as much in terms of economic wealth and prosperity.