You build them by using comands. For example: The more you attack with one weapon, the more that weapon skill rises. The high skill you have for a weapon, the more damage you'll do with it (Ex. If your bow skill is 16 (the highest you can go), and you sword skill is 3, you'l do alot more damage with a bow). When you lose a great amount of HP, your max HP will grow. Same with MP. There are minor stats that are raised by using magic/ attacking/ getting hit/ evading that affect how much HP/ MP you'll gain (Ex. stamina is how much your max. HP will increase). Does that awnser your question (If not, I'm really sorry!)?