Building material is any material which is used for a construction purpose. Many naturally occurring substances, such as clay, sand, wood and rocks, even twigs and leaves have been used to construct buildings. Apart from naturally occurring materials, many man-made products are in use, some more and some less synthetic.
Bricks are man-made, and so is plaster, concrete, stucco and many other materials. However, they are usually still made out of natural materials, bricks being a good example. They are based on clay. Steel is based on natural types of iron.