The Chat page or Social Feeds page are ideal places for practicing sentence building. Also, the Readings feature gets you learning vocabulary within a news article clipping, with the idea being that you try to actually read the sentences within the article rather than just spamming the Readings quizzes.
But no, there are no proper sentence building exercises on here. There are many great websites focussed solely on Japanese grammar, but it's quite hard to find websites which have actual interactive exercises for sentence building. The normal way to learn to build sentences is to learn grammar separately and to practice it by doing things like finding language exchange partners. Obviously you need to actually learn hiragana, katakana, some kanji, and some vocabulary too or you won't get very far with that. :)