This question usually refers to the Victoria Falls Bridge, as the falls themselves are a natural wonder of the world. The bridge was built in 1905 as a central component of Cecil Rhodes' "Cape to Cairo Railway" project. Rhodes' vision was to create a continuous rail link spanning the entire length of the African continent under British control. Specifically, he insisted the bridge be built at a location where passengers on the train would "catch the spray of the falls" as they crossed the Zambezi River. Beyond the romantic vision, the bridge served a vital economic purpose: it opened up "Northern Rhodesia" (now Zambia) for the extraction of copper and timber and provided a much-needed link for freight moving between the coast and the interior. It was a feat of Victorian engineering, designed as a steel parabolic arch that could be constructed without scaffolding over the 128-meter deep gorge. Today, it remains the only rail link between Zimbabwe and Zambia and is a historic landmark. If you were asking about the "Falls" as a construction, it's worth noting that humans did "build" the Victoria Falls Power Station, a hydroelectric plant designed to harness the river's immense energy.