For the Marquise!
Fabrice: I received and replied to your e-mail with this question a few minutes ago. The rulebook is correct: You can build on the Factory.
Oh come on Jamey, I thought I would finally get a chance to give an answer before you swoop in.
EDIT: If you watch the video on YouTube, you can see Rodney's correction on the description. "CORRECTION (23:26): You MAY build a structure on The Factory." This doesn't show if you watch the video embedded on the Stonemaier page, so I can understand the confusion.