You only ever see a small portion of what others built. They get copied into your world so you can remove them without affecting others. Constructions also degrade over time, but I think only while you're playing.

It's on you to build things linking them up. You might get a few bits of road, or a few pylons or the odd vehicle lying about, and then need to put another pylon on a mountain to link them together.

It's kind of cool, but certainly not a game for everyone. It's very Kojima.