MMH5.5 - Heroes of Might and Magic 5.5

It is built automatically. This is stated in the artifact's description.

"Carry the Tear of Asha back to the city of your choice, and the populace will glorify it with a fantastic structure that will provide numerous bonuses."

That's how it works; I really didn't realize it functioned that way. The final stage of obtaining the Tear of Asha is very interestingly designed. Thank you for the explanation.
It would be great to add a warning to the artifact's description, clarifying that the artifact will disappear upon visiting the next city after it is obtained, and that the special building will be constructed automatically, so one should be careful.