How do they construct a building next to another without any space in between?

In modern construction, the buildings have to be independent of each other, a builder can’t take a short cut and lean a new building against an old one as was done in the days before strict construction codes and inspections.

In essence, the walls abutted to another building are not load bearing, and are anchored a small distance a
Way so as to allow for expansion and contraction of materials.

Buildings that are put up at the same time can be of one complete construction with differing exteriors to give an appearance of being separate.

Ok, that’s good. But what I’m asking is how it’s done: how the process differs from construction when you can access the outside of it.

Are you asking if they used to tie the buildings together? If so, think about adding a porch or a deck to your house. You tied it on to the house. In the case of a building you throw walls up then.
In town we have blocks of old, ancient buildings adjacent to one another. In many cases they also have old, dark basements that actually run down the block. You can access any other building from the basement. It’s spooky and wierd!

I don’t know a lot about this, but as far as needing new exterior sides, most likely the zoning and permits would only be given for similar construction if someone was rebuilding because say there was a fire, or some disaster that happened in one unit. If they were tearing down a unit and received permission to do something different, likely they would be required to improve the remaining walls on the still standing structure that butted it. If someone bought all the homes on a block, they could possible rezone the land and do a total tear down or renovate the structures to be very different.

Townhouses can, and usually are, built all at once in modern construction. It’s one large construction and the walls separating the homes usually need treatment to inhibit fires from spreading from one home to the next, and there might be sound proofing too. The facades might be very different from one to the next, giving the appearance of individual looking homes, or they can look very similar with just slight variations like paint color or door color, or no differences at all.

Row houses are homes built very close together, sometimes inches apart. The term row house does vary a little around the country from what I understand. Some parts of the US a row house can be homes sharing a wall, which I think might be what you are interested in with this Q.

Construction can be built with no room or very little room on the sides. Cranes are used to bring materials from above if need be; lowering materials onto the foundation. The most extreme would be city high rises. You can search on YouTube “time lapsed construction of buildings.” Here’s one, but I find it too fast and almost dizzying. You might search for some more and find something that better demonstrates specifically what you are looking for. https://m.youtube.com/watch?v=_TH0bEJvY4A

I know I didn’t thoroughly answer your question, but I hope it was still pertinent enough to be helpful.

I would imagine that “row houses” are constructed as one building, then separating walls are thrown up.
In the case of older buildings, each building is unique. They were constructed at different times.