The Build Dialog
To get the build dialog double click a city you own on the local map. To build a unit, select the unit from the right side of the dialog box. Then click the build button.  If you want to build more of the same type of unit, click the button the appropriate number of time.  If the unit you wish to build does not appear on the right, then you don't have enough commodities in this city to build that type of unit.