Termites obviously don't have the intelligence to produce a functionally complex structure.
The instructions for the building of a termite mound are encoded in the DNA of the individual termite which produces brain structures that drive the building behaviour.
DNA that results in substandard mounds does not pass on to the next generation because substandard mounds don't facilitate reproduction of that DNA.


Which makes the termite mound an evolved structure in much the same way a termite is an evolved "structure".