This kind of ritual did not require buildings. It was essentially a portable ritual because it could happen anywhere where a fire could be set up (consistent with a nomadic horse-centered culture).
The fire ceremony was known as homa or yajña. Fire was the center of Aryan practice, and was considered to be a god (Agni) too.
The Aryans sacrificed animals (goats, cattle, sheep, horses), and also milk, ghee (from milk, like butter), yogurt, rice, barley, soma, etc.
The warrior god Indra himself was said in the Vedas to be particularly fond of drinking intoxicating soma.