Yes, architects do create conceptual structures which were never built. Architecture is a creative field where you must let your mind feel free and imagine whatever you want. With imagination comes innovation. But sometimes the image is too far-fetched and results in structures which never made it to the site. To enlighten you more about it here are some architectures which were conceptual structures but were never built –
1. Tatlin tower

Vladimir Tatlin, a Russian architect, planned the utopian Tatlin’s Tower in 1919. It would be 1300 feet tall and house the Third Communist International’s headquarters and monument. The Eiffel Tower in Paris would have been eclipsed by the tower. After the Bolshevik Revolution of 1917, the tower was intended to be constructed using industrial elements like iron, glass, and steel as a representation of development and modernity. Tatlin’s primary form was created to resemble a double helix. Large suspended geometric constructions with spinning cubes at the base would make up the framework of the building. The structure as a whole would rotate once every year. Due to unresolved engineering problems, the tower project was abandoned before it ever reached the planning stage.
2. Palace of the soviets

Some of the most grandiose and spectacular structures ever built were created in Soviet Russia. The Palace of the Soviets was supposed to be a modernist masterpiece at the time because Moscow was the centre of modern architecture. A design competition for the Palace’s administrative building and congress hall, which would be constructed next to the Kremlin, was organised in 1931 while Stalin was in power. Boris Iofan’s winning proposal was a 100-meter-tall statue of Vladimir Lenin perched atop a 415-meter-tall neoclassical pyramid that was constructed of seven progressively narrower concentric cylinders to resemble a massive tiered wedding cake. This structure would have been taller than the spire of the Empire State Building. However, fate had other plans, and after the German invasion of Russia and the start of World War II, the 1937-started building was abandoned in 1941. Its steel frame was modified in 1942 so that it could be used to build bridges and fortifications. Following World War II, the Soviet authorities formally abandoned the project in 1957, and the location was transformed into the largest open-air swimming pool in the world. Today, the location houses the highest Orthodox Christian church in the world.
3. Manhattan Dome

One of the strangest and most unusual architectural plans ever created was the Manhattan Dome. The idea for a glass dome covering the entire upper Manhattan skyscraper metropolis and extending from 62nd street down to 22nd was created by Buckminster Fuller and Shoji Sadao. The dome’s main functions were to control the weather and lower air pollution. The structure was supposed to be built by a fleet of helicopters, and the main problem in the plan was the prohibition on cars and engines of any type in order to prevent staining the glass, which the designers claimed would be as invisible as the screened-in porch’s wiring. The absurd structure, known as the Dome above Manhattan, came very close to being erected but was never really built. Fuller admitted that his design concept, which has not yet seen the light of day, was “the world’s greatest successful failure.”
These were some of the conceptual structures which never saw the light.