Could a couple of us guys sitting around a table at a diner have mounted D-Day? ...
Could you and your friends in your neighborhood have met on a Sat and built Hoover Dam?
Certain challenges require the organized labor of of nations.
But to be fair, there are large projects accomplished by private orgs:
Suez Canal
British Railway System
Canadian Pacific Railway
US first Transcontinental Railway
The Channel Tunnel
Brooklyn Bridge
Space X (which now launches 90% of the world's space cargo)
Starlink
Trans-Alaska Pipeline System
Keokuk Dam (Miss. river, at time of construction, largest hydroelectric plant in world)
Conowingo Dam (Maryland, at time of construction, 2nd largest US hydroelectric plant)
Also, lots of enormous, complicated multinationals are privately built:
Exxon
Walmart
Microsoft
Apple
Toyota
And many enormous government projects (aircraft carriers, roads, buildings, bridges, dams, nuclear power plants) are not built by the government itself, but the government is a customer of private companies that do the coordination and building.