There is a commandment to build a Temple for G-d. When the Jewish nation was in the desert, they fulfilled this commandment by constructing the Mishkan, and years later in Eretz Yisroel, by building the Temple. This commandment is an eternal one, for all future generations — including ours. Unfortunately, we are still in exile awaiting the coming of Moshiach, and cannot yet fulfill this commandment in its literal sense.
Nevertheless, we can fulfill this commandment while in exile in various ways:
1. Halachically, by building houses of prayer and houses of Torah study;
2. According to the Midrash (Biblical exegesis), G-d told the prophet Yechezkel that being in exile should not hinder us from fulfilling the commandment of building the Temple — when we learn about the Temple, we are actually building it;
3. As elaborated on in the holy books, by striving to reveal the spiritual Temple that is within every Jewish heart, through doing commandments and good deeds;
4. As the Rebbe said in his Sichos, by transforming our home into a miniature sanctuary, making it a place of Torah study and prayer.