Woe -- "Woe" is an exclamation of grief, meaning "woe" or "alas." Jesus uses it humorously. Today we would say "so sad for you" or "boo-hoo to you." The word is very like the Jewish, "oy vey" which can be used to express sorrow but is more commonly used cynically. More about this phrase in this article on Christ's humor using exaggeration.

to -- This word "to" comes from the indirect object form of the following word that requires the addition of a preposition in English. The most common is a "to" for the English indirect object.

you, -- The Greek pronoun "you" here is plural and in the form of an indirect object, "to you," "for you," etc.

because -- The word translated as "because " introduces a statement of fact or cause, "for what," "because," "since," "seeing that," "that," and "wherefore." Jesus usually uses this word to mean "because" in statements that seem like an answer to a question because of the change of context. It means "because" when answering a "why" question and "that" when explaining a "what" question.

you -- This is from the second-person, plural form of the verb.

build  --- "Build" is a word that specifically means "build a house," generally, "build," "fashion," "found upon," and, metaphorically, "build up," and "edify." The English word "construct" may come closest.

the - The word translated as "the" is the Greek definite article, "the," which usually precedes a noun or changes the word it precedes (adjective, infinitive, participle, etc.) to act like a noun. The Greek article is much closer to our demonstrative pronouns ("this," "that," "these," "those") than the English "the." See this article for more. 

tombs - - (CW) The Greek word translated as "tombs" means "memorial," "remembrance," and "record." Jesus does not use the noun frequently, but does use the verb form of this word, which means "to remember." This is not the word usually translated as "tombs."

for -- This word "for "  comes from the genitive case of the following word that requires the addition of a preposition in English.  The most common is the "of" of possession. . However, the translator can choose other prepositions: "with,"  "in,"   "of,"  "as," "by," "for," "at," or "on" depending on the context.

the - The word translated as "the" is the Greek definite article, "the," which usually precedes a noun or changes the word it precedes (adjective, infinitive, participle, etc.) to act like a noun. The Greek article is much closer to our demonstrative pronouns ("this," "that," "these," "those") than the English "the." See this article for more. 

prophets, -- (UW) The Greek word translated as "prophets" means "one who speaks for God," "interpreter" and was the highest level of priesthood in Egypt, but its root words mean "shine light before" and so "luminaries," "shining lights" or "enlightened" seems to capture the idea better. Jesus uses it to refer not only to divine spokespeople but their books in the OT.   It is an untranslated Greek word adopted into English. It means "one who speaks for God", "interpreter" and was the highest level of priesthood in Egypt. It does not mean "one who sees the future" as it does in English. The sense is more a "luminary" because the Greek word comes from "light shining." Read this article for more information.

and -- (WW) The Greek word translated as "and" means "but," "however," and "on the other hand." It joins phrases in an adversarial way. Since it always falls in the second position, translating it as "however" often captures its feeling better. This word doesn't mean "and." 

it was  -- (IW) This word is not in the Greek source.

your -- The word translated as "your" is a plural, second-person pronoun in the possessive (genitive) case. This pronoun follows the noun so the possessive "of yours."

missing "those"  -- (MW) The untranslated word is the Greek definite article," the," which usually precedes a noun or changes the word it precedes (adjective, infinitive, participle, etc.) to act like a noun. The Greek article is much closer to our demonstrative pronouns ("this," "that," "these," and "those"). See this article for more. 

ancestors -- "Fathers" is the Greek noun that means "father" or any male ancestor so "forefathers." It is the word that Christ uses to address his own Father.

who -- (IW) This word is not in the Greek source.

killed -- "Killed" is translated from a Greek word that means "slaughter" more than just "kill" because the base word means "slay." The Greek source has the sense of "kill off," that is, "killing" in a more thorough way. When we talk about "slaughtering" someone, we use it to mean destroying their reputation, the strength of their spirit and ideas as well as physically killing them. This is more the sense here. The word "destroy" also works, but a similar word from a different root meaning "kill" works better as "destroy,"

them.-- The word translated as "them" is the Greek word commonly translated as third-person pronouns in English in the form of a plural object of a verb or preposition.