What does 'Language Construct' mean?

First, you need to understand what a constructed language Formal Language is. All programming languages are constructed formal languages (read the reference). You may then read a little bit about compiler construction, including this reference as well.

Going back to your question, consider this: The English language (a natural language) has tokens 'A-Z/0-9/,;"...' which we use to build "words" and we use languages rules to build sentences out of words. So, in the English language, a construct is what we build out of tokens.

Consider this brick-and-mortar example: Imagine if you set out to build a house, the basic materials you might use are: sand, iron, wood, cement, water (just five for simplicity). Anything you build out of these 4 or 5+ items would be a "construct", which in turn helps you build your house.

I have intentionally omitted details to further simplify the answer; hope this is helpful.

A language construct is a piece of language syntax. For example, the following is a language construct in C that lets you control the flow of a program:

if ( condition ) {
  /* when condition is true */
} else {
  /* when condition is false */
}

They usually use the term language construct because these are parts of most programming languages, but may be written differently, depending on the language. For example, a similar language construct in bourne shell would be:

if COMMAND; then
  # when command returns 0
else
  # when command returns anything else
fi

The function of this construct is the same, however, the way it's written is a bit different.

Hope this helps. If you need more detail, you may want to do a bit more research. As one of the comments suggests, Wikipedia may be helpful.

They are the base units from which the language is built up. They can't be used as a function rollback. They are directly called by the parser. It includes all the syntax, semantics and coding styles of a language. For more clarification you may refer to this question.