The book says only certain adverbs are built; not all adverbial nouns.
Teaching example: جَلَسْتُ حَيْثُ جَلَسَ الْمُعَلِّمُ. — I sat where the teacher sat.
Ḥaythu: locative adverb built on ḍamm, in accusative position; the clause j alasa al-muʿallimu is its genitive complement.
The final ḍamma is built, not a nominative case marker.