The nomadic people of Central Asia generally lived in yurts, portable houses made of a foldable wood frame with feltedwool coverings over it. (This is actually a lot like our houses, which are also wood frame and sometimes use felt for insulation). These are some yurts.
By the Early Middle Ages, as Central Asian people got richer and stronger from the Silk Road, they built stone palaces for their leaders. At Kara Balgasun about 700 AD, the Uighurs had a strong mud wall with watch towers around their city.
The Khitan also built big mud walls around their cities in the 900s, and Buddhist stupas like the earlier ones in India. At Karakorum, the Mongols built a stone palace that resembles Chinese palaces. In the 1200s Karakorum had paved streets, temples, mosques, a church, and walls all around it.
A mosque in Uzbekistan from the 1100s AD, under Seljuk rule
The Samanids built large stone buildings in Central Asia, like the tomb of their rulers in what is now Uzbekistan, built about 900 AD. This tomb has some of the earliest pointed arches in the world, probably inspired by Islamic architecture further west. The Seljuk Turks built more mosques in Central Asia about 1000 AD. Soon after that, many people in Russia converted to Christianity and started to build churches like the ones they had seen in Constantinople.