Construction 4.0 promotes digital transformation through automation, robotisation, and the integration of systems and processes into digital environments, with direct links to real systems, using a wide range of technologies. The risk here is centred on having very advanced machines with people not prepared to use them. If the training is centred on teaching people, however, the risk is transferred to having overqualified equipment. In search of this balance, the study, analysis, and evaluation of human-machine interaction are crucial, as are correctly identifying the tools through which this interaction is achieved. Extended reality (XR), emerging technology within Construction 4.0, seems to be a tool that offers an environment conducive to achieving these interactions and meeting the objectives sought. In civil engineering, efforts have been directed towards the study and development of applications of XR experiences rather than the application of this technology in a transcendental way in civil engineering training. This research identifies developments in XR experiences and analyses their use, application methodologies, and training areas that include immersive training, as well as the relationship between XR and construction industry methodologies and technologies, such as building information modelling.