Yes. You can build in the wild. You can get to the wild by going to /warp SG and pick a Random location in the Random Location stargate. From there you can explore until you find a good place to build, but remember not to build too close to another player's home or structure. Also remember to /sethome at your home once you find the place you want to build at. You can get to your home once you do /sethome name by doing /home name. You can name your home anything, even "a" or "home".
