There are material limits to how large you could make something. The compressive strength and the tensile strength of materials would be the main limiting factor. Going beyond those limits and the structure would collapse or fall apart under it's own weight. If you went to space you could theoretically make much larger ships, but they would have the same limits in their material properties and would have to be mindful of the inertial forces when maneuvering the ship. The wrong gravity well and everything would rip itself apart.

Just think about the largest buildings in the world, why is it so difficult to build the tallest building? Now imagine that building moving around bobbing on the ocean.