First, visit Sam´s Station. You can do this by clicking on the Contractors button, and then clicking on Visit under his picture.
The Roadblocks are already there, and you do not need to build them. Simply find all the roadblocks, click on them with the left mouse button, and then click on sell.
The Roadblocks may be hidden behind other decorations like the cranes or cars, so it may take a little while untill you find them all.
Please note that these have to be sold, as putting these into the storage will not count into the progres of said contract.