Golems are one of several things that can be added to castles.  They are a
defense mechanism, similiar to doors and traps.  They can block exits. 
They will attack those who are on the castle enemies list in the room they
are in.  They will attack monsters that enter the castle.  Alchemist can
make them, and can give them weapons.

To understand how one is made, look at HELP SKILL WELDING.
To understand how to create a golem, look at HELP SKILL ANIMATION.

Once a golem is made, it can only be moved inside the castle in which it
was created.  To command the golem use CONFIGURE GOLEM

Once a golem is destroyed, a wrecked construct remains.  A wrecked
construct can possibly be salvaged by an alchemist to try and retrieve the
items used in its construction.