Hate to ask this >_<

I think you only get walls/gates in the second norse land (land 4 I think it is), and the others you need to buy with tribute.
 
I'm a n00b so I don't really know what you mean, but... O_o

The manors and mansions you have to buy with tribute, I don't know if you have to buy the gate, but you place it on an existing wall.
 
For gates, you need to open the toolbar, select the construction menu, select the walls and roads menu, and select Wall Gatehouse.  You then need to place the gatehouse on a wall, between the turrets (towers).  The gatehouse will turn from red to green when you have it in the proper place.  If the wall has not been completely constructed, the gate will appear partially constructed, otherwise, if the wall is complete, the gate will be complete.

For manors and mansions, first you need to buy them.  Open the toolbar, select the tributes menu, select the buildings menu, find the manor and mansion, and pay for the blueprints.  Then you can build manors and mansions just like houses.
 
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