Am I sinful if I do not build another apartment for my father's third wife and instead seek to buy a house to get married in, knowing that my father asked me to do so, and I am not pleased with it?

You are not obligated to build an apartment for your father's wife, nor to give him money unless he is in need of it. You will not be considered disobedient by refraining from doing so, especially if you are in need of the money for marriage. However, you must be wise in dealing with your father, consistently honoring him and being kind to him with whatever you can, for honoring one's parents is among the best acts of drawing closer to Allah.