[en] This article presents a team of multiple Unmanned Aerial Vehicles (UAVs) to perform cooperative missions for autonomous construction. In particular, the UAVs have to build a wall made of bricks that need to be picked and transported from different locations. First, we propose a novel architecture for multi-robot systems operating in outdoor and unstructured environments, where robustness and reliability play a key role. Then, we describe the design of our aerial platforms and grasping mechanisms to pick, transport and place bricks. The system was particularly developed for the Mohamed Bin Zayed International Robotics Challenge (MBZIRC), where Challenge 2 consisted of building a wall cooperatively with multiple UAVs. However, our approach is more general and extensible to other multi-UAV applications involving physical interaction, like package delivery. We present not only our results in the final stage of MBZIRC, but also our simulations and field experiments throughout the previous months to the competition, where we tuned our system and assessed its performance.