There are two choices, unfortanetly in the OB they were not properly represented. They will be in the up coming patch.

Here's the deal (but it correct in OB):
Camps can be built in nomad and mixed provinces. These are the nomadic buildings that your average horse archer can be recruited in, up to high medium levels.

Courts can be built in nomad and mixed provinces. The nobles can be built here. They require Camps.

Settlements are built in normal or mixed provinces (as long as camps aren't built here). It recruits foot units, like spearmen (archers are available, but they also are in camps).

Herds are in normal or mixed provinces, and are the settled nobles units (same ones as in Courts) that are trying to continue the cavalry tradition.