This paper reports on experiences gained during the construction of the large, superconducting, optimized stellarator device Wendelstein 7-X. The goal of the project is to demonstrate the fusion reactor potential of optimized stellarators and to operate for the first time fusion-relevant plasmas under full steady-state conditions. In addition the validity of the engineering concept is to be proven under operating conditions. The actual construction of the device is now running since more than ten years and will require about three further years of assembly and integration. The current technical status of Wendelstein 7-X is reviewed, the major construction challenges are highlighted, and conclusions are drawn from past experiences that may also be useful for other large-scale science projects.