Question just like the title says. I've built the initial house, but nothing has appeared yet. Even traveled away for half a day or so.

You build a house it appears as you build it, the problem with your game would be with the mods you have. No amount of waiting is going to fix the problem you have at least one mod that is not compatible with Hearthfire. You will have to find which it is and disable it.

You could just look through the old threads for clues.
http://www.gamesas.com/topic/1414736-windstad-manor-not-appearing/

Hmm. Can do!