BLASPHEMY!!!
The problem is that your average construct is mindless. Pretty hard to do actual magic (actual as opposed to spell-like abilities, not actual as in happens in the real world - though it holds true even there: I've never seen any type of construct do magic in the real world, either) without a mind.
If I did something like this, I'd use give them sorcerer magic - use magic as one the building blocks of your construct. They'd have a fixed spell selection and precise instructions on when to cast what spell - again, being mindless, they can't really decide for themselves what to cast when.
Or you could have a non-mindless construct. All you need is to find a way to transfer the soul of a mortal spellcaster into a soul-less frame of dead materials.
mindless construct spellcasters would be similar to the black mages in Final Fantasy 9. As for construct based characters with intelligence, the Zobeck Gazetteer has a Gearforged race where the person was a human and had his soul transfered to a Gearforged body. They arent mindless but a spell caster with d10 hit points per level? but they cant heal normally so i guess its kinda balanced.
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Hmm, hadn't thought of that. That could work very well. I don't have the book with me right now, but can you choose to make intelligent items on purpose RAW?
Short Answer:
Intelligent Magic Items Section of the SRDLong Answer:
Yes, you can choose to create to make items intelligent, though it costs more. How much it costs depends on what Attribute levels and spell casting ability you give it.
Normally these rules are for magic weapons and such, but I think the results are quite reasonable if applied to golems, animated objects and other constructs. Of course, that is only my opinion.
you could just make "normal" magical intelligent items with spell like abilities, and give them to a small number of your other constructs. the should be able to take over the constructs will and guide its actions, essentially making your construct intelligent and spell casty... thats if its ok to overpower the will of a construct with an intelligent magic item....like nine rings of power kind of stuff.. and on the plus side when a "wizard" construct is destroyed, another one can come along, and give its ring to a more mundane construct to further the fight..
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you could perhaps bind an elemental into some of the constructs for a limited blast effect of the same energy type as that element. As a bonus, the elemental could also provide as least quasi sentience for the spell caster like construct to interpret orders according to circustances.
Alternatively, borrowing from ebberon, you could use living constructs similar to warforged, and the typical wizard's artifact makes the creation of constructs rather cheap for the weilder.
Most constructs are mindless. Inevitables can think. You could also homebrew your own. They could be like the warforged or the nimblewrights from MM2.
There was a few episodes of the fairy tail amine where they had a giant construct creating a magic circle with its hands. It was powered by the 4 elements, and 4 guardians. The characters had to go into the construct and take out the 4 guardians to take the construct out before the spell finished.
You could do something like that but on a smaller scale, making it so that they do not need material components, and it has some sort of inner power fueling the magic. Then it has specific somatic components that it has to complete to get them spell off. alternatively, if you want them to speak you can have some sort of recorded voice say spew out the verbal components to get them spells off.
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Why not give a Homunculus a level or two of Wizard, and apply one of the +4 ability score adjustments to it's Int? If the construct really needs to be larger than Tiny, just apply the Giant Creature template once for Small and once more for Medium. A tiny Homunculus Wizard 2 should be CR 2, and +1 CR for each size larger. Medium should be CR 4, and if you're looking for CR 5, add one more level of Wizard.
Oddly enough, they'd be slightly better suited for divine spellcasting..
Or you could just give them spell-like abilities, perhaps they can let off a blast of steam from their boilers, like a burning hands, or they could be infused with magic, with whatever spells you want them to sling.
Figured I'd throw this in, since its been implied and assumed by other posters, but not explicitly stated.
Constructs are not inherently mindless, as per the creature type entry. Vermin are the only inherently mindless creature type.
How a construct has a mind is 100% fluff. There are currently no rules in Pathfinder beyond the very valid suggestion of using Intelligent Magic Item creation rules. But official "for use with constructs" rules do not exist...yet. (My personal hope is that Paizo does a "Book of the Created")
So the fluff side of "how" is totally up to you. Complex arcane programming, a magical "copy" of a creature's conciousness, a full soul transfer, or even a ritual involving imbuing actual life, all are valid. And ultimately, none of them have any real influence on the mechanics you use. Personally, I would agree to use the Intelligent Magic Item creation system. It makes the most sense and is actually extremely cost efficient.
Consider, a magic item with "average" ability scores and no special powers associated with it's intelligence costs a mere 500g. 1000g if you want it to speak. Now we have two avenues of progression here:
Avenue 1 (The Learner): A bit of a stretch of the rules where where it is implied that any intelligent creature can gain class levels, this would be similar to a warforged: the Intelligent Magic Item (IMI) actually adventures and gains experience to gain class levels. To be fair, I personally would enforce at least the minimum of the Age Modifier by Class for a human (1d4 years for a sorceror, so 1 year), as time spent training and drawing forth the basic abilities.
This avenue opens some concepts that are both interesting and potentially perilsome. A high level item could possess a human commoner and go on a rampage. What might happen if a character gets ahold of a Leveled IMI and decides to use it as gear? Does the IMI get ability ups every 4 levels? Etc, etc. Lots of potential in this avenue, but also a lot of DM judgement calls to make.
Avenue 2 (The Created): In this avenue we just stick with the rules. Continuing on the charts for IMIs, we find the ability to cast spells on the powers table. Of special note is that it merely states activating a power is a standard action. Interesting exploits with longer casting time spells could be made. Also, there is room to argue that the item need not speak (and certainly can not gesture), which could be interesting. Lets assume for now you want speaking constructs, if only so they can report to you.
A speaking, intel 10 IMI that can cast, say, Magic Missle 3xday will cost you 2200gp. (One advantage to IMIs is that they don't need to have a high casting stat to cast their spells! Disadvantage: their casting stat wouldn't increase their DCs even if it was high.)
Granted, to replicate a full spellcaster of say, 9th level, would cost a mint, over 100,000gp, as you take repeated versions of the 1-3 level spellcastings, and maybe even a pair of the 4th level castings. But hey, that kind of power is expensive.
Hope this helps.