You can buy tools from traders, not the other nations but the free traders. They sail around the map independantly from any other teams and will buy and sell from your warehouse quayside.
if you click on your warehouse on the right side of the screen there are some icons vertically, one is for selling excess goods, another for purchasing needed goods plus several other buttons for different modes.
Find the one for Buying and you should see some empty squares in the box to the right of the buttons. Click on one of the empty squares and you should be able to choose what you want to buy by clicking on the required items icon. you can cycle through the three types of goods to find tools which is on the building materials section. When you have clicked on tools you are back at the selection screen where the empty squares are but one should now show tools
You can also set quantities to buy and to stock etc etc and adjust the buying or selling prices
Most buildings do need road access, the hunting lodge does. The only buildings I can think of off hand that dont require roads are sheep farm and cattle farm.
There should be a help button on the bottom left of the main screen, if you click it you should be able to get info on most things in the game.
On the tools thing, in some scenarios there are no free traders and only limited tools to start with. In these harder scenarios it is very easy to run out of tools, but one way to help prevent this is to click the icoin off to stop providing building materials to your people, which can also be found when at the warehouse sub menus
Hope that helps you out a bit.