Probably dug out from the cliffside - some lovely little narrow ledge deepened just enough to get a foothold on, and then brick up a wall on the side that gives you vertigo when you look down.

Probably some poor sod hanging from a rope to put the finishing touches on the outside, lmao.

Not sure how they did everthing, but these kind of buildings are mostly made out of the rock itself, acting as a base