You have 2 ways to build an improvement on a ressource:

- clicking on the ressource and choose the build action

- adding the improvement in the build queue of the city

Obviously, the first option is the better since the construction of the improvement starts immediately, and the city can build other things meanwhile. You can also have multiple ressources improvements starting immediatly.

Sadly, there isn't any information in the second option explaining you that it is a very bad choice. Having the option to build on the ressources in the build city screen is misleading since you might be inclined to use that option. It couldbe nice if the system could detect that improvement can be parallelized and inforsms you of that fact.