Siege engines like catapults and rams can be built in the workshop. The higher its level the faster units can be produced.
Also, at higher levels you can build other kinds of equipment once you have researched it in the academy.
|Training costs for Roman troops|
|Training costs for Teutonic troops|
|Training costs for Gallic troops|
The level dependent attributes (such as construction costs and generated culture points) can be found here.
For the full table of construction times click this link for server with 1x speed and this link for server with 3x speed.