Everyone wants a proactive employee, but how can I show that in the interview?

Work from the mental position of assuming you already have the job and are trying to get going by gathering information. Move quickly to asking a question or questions that show that you know what you have to offer and how it will fit into the goals and processes of the construction employer. If you demonstrate that you understand the construction employer and the job by asking a question that reveals a good grasp of what you might be doing, the construction interviewer can't dismiss you as a waste of time, and you gain an edge in the construction interview process.