Interventionism allows you to subsidize factories, prioritize hiring, reopen factories, and expand factories. But it does not allow you to build factories directly.
Only State Capitalism and Planned Economy allow you to build factories outright.
If your government type allows you to, you can simply appoint another party with one of those policy types. Early game usually only reactionary and some conservative parties will have state capitalism. Later in the game socialist, communist, and fascist parties will almost always have one of those two policies.
If you can only change parties through elections you'll have to keep calling for elections until you get a favorable party elected, answering events in ways that steer the POPs toward your desired party and policy positions.
You can also steer the capitalists' building choices through National Focuses encouraging specific industries if you're stuck with interventionism or laissez-faire.
