>>6364254You build whatever you want with them!
Doing backstories is part of the fun.
Posing around the things you build around in displays, sometimes make pictures of it or even comics or stories.
Some people use them as tabletop games or make working technic rc vehicles for competitions for more "direct play". Although some go full real-time pretend pew-pew scenarios because fuck the police.
However building a set out of the box is perfectly fine too if you get enjoyment out of that.