Building on Vanilla is pretty straightforward; if someone is there before you, don't build there. Here are some guidelines going over specifics.
There is no set requirement of how far you have to be from spawn since it is always expanding, but make sure you are at least 150 blocks away from any part of spawn just to be on the safe side. If there are plots available, you can build a house in the housing district east of spawn for free. Just don't invade other people's plots. This also goes for nether bases, make sure you are far enough away from the nether hub so that if it expands, your base isn't in the way.
For building bases, there are a few options: Find land that is far away from other bases/builds or ask permission to build close to other people's bases/builds. The server map is VERY large and there is plenty of space for base building without any issues. Finding far away land can be difficult when you are first starting out, but can be made easier by using the nether hub. When you have found land that you want to build on, be sure that your build is at least 150 blocks away from any other builds. Asking whoever owns nearby builds is a good idea as well to make sure there is no chance of conflict. If there somehow is conflict, whoever was there first has the final word. Placing signs on your nether portals and base is HIGHLY recommended for clarity.
Nether bases are aloud and even encouraged, but be warned. The nether will be stripped of resources anywhere near spawn and beyond after the 1.16 update. It is recommended you build far away to prevent your land from being ransacked. Rules for the over world apply here. Make sure you are 150 blocks away from other nether bases. Farms on the nether roof are aloud, but know they won't work as well due to many people being in the nether.
For the End, don't build a base on the center island or in the void area around it; build on the outer islands. Also, don't create your own end farm. This is to ensure the community farm will perform best. Claiming gateway portals is aloud, but know that others will use them to reach the outer islands.