It can only be built where Hashem commands them, and they can not make it out of any materials which were used for war purposes. They are also told to build a ramp up to the altar, rather than stairs, in order to protect the modesty of all ascending it. Rashi explains that rather than steps, the altar should be built with a ramp leading up to it. According to Rashi, it would be disrespectful to the stones to cause them shame by exposing yourself to them while walking up the steps. This explanation has symbolic significance for man's interaction with other men.
Stones are completely inanimate objects.
The Torah tells us to be sensitive to their shame. Rashi draws the conclusion that if the Torah tells us to be sensitive to the shame of inanimate objects, kal vachomer we should be sensitive to another man's shame, since he certainly is capable of feeling shame and embarrassment. The ramp has another symbolic significance, applicable to our lives. When you are walking up a flight of stairs, it is easy to stop. If you get tired, you can sit down, rest for a while, and continue walking at any time.