From what I read, concrete has much lower compressive strength than ceramics. So why aren't we using ceramics to build? Is it because ceramic failure is difficult to predict? Because it's hard to shape? Expense? Or the low tensile strength has a role?
One of the foundational principles of structural engineering is obviously safety. And one of the foundational aspects of safety is the ability to show warning signs prior to any accidents. In the case of structural engineering, that means designing structures to crack or sway or groan or what-have-you prior to collapse. In fact, when designing beams, one of the checks that must be done is that the beam doesn't deflect too much: if the beam has too much of a "belly", people walking under it will naturally and understandably feel uncomfortable. So we design beams not to have excessive deflections to avoid that discomfort in the building's users but also because we want users to be uncomfortable if they see a beam with excessive deflections or a column which is starting to show cracks.
Excessive deflections and active cracks* are the building's way of screaming "get out".
That's why the most common construction materials are steel, reinforced concrete and wood. All of these materials have significant plastic deformations prior to collapse, as seen by their stress-strain diagrams:
Here we can see the difference in the behavior of ceramics (A) vs. steel (B) and concrete (similar enough to C for our purposes).
As you increase the load (stress) in steel or concrete, the slope of their diagram gets shallower. This means that the structure is deflecting more and more for every increment in load. Eventually, at the end of their respective diagrams, the material will collapse, but you'll have huge deflections before that happens, which should give people plenty of warnings.
For a good visualization of this effect, see this video of a concrete beam deflection test. The first crack appears when the beam deflects 8 mm (around 1:40 in the video, though I only spot it around 2:10). When the beam finally collapses (4:55), it's deflected 250 mm and has been showing massive cracks and even spitting chunks of concrete for ages.
For ceramics, however, the slope is constant and almost vertical: you increase the load, the structure barely deflects, all is fine. You increase the load, the structure still barely deflects, all is fine. You increase the load... and now you've passed the material's limit stress and it suddenly collapses.
So if the beam in the video linked above were ceramic, it'd go from basically no deflection to collapse in an instant.
That's the difference between ceramics and the materials we tend to use for construction: ceramics are brittle: they have barely any elastic deformation and no plastic deformation. You apply loads to ceramic and it either basically doesn't move or it instantly collapses. Steel and concrete, on the other hand, are ductile: they have noticeable elastic deformations and significant plastic deformations prior to collapse.
So, unless you're dealing with very specific situations, usually requiring ceramics' specific thermodynamic properties, as mentioned in @Mohammad Athar's answer, safety demands that ceramics be avoided, so that the structure may die not with a bang but with a prolonged scream of "get out".
* as opposed to inactive cracks (those that aren't growing) which can be caused by initial settling or other movements but which are no longer a threat to the building's structural integrity.
structural ceramic does have some applications in things like engine parts, but its cost and manufacturing difficulty makes it a less ideal choice for something as large as a building foundation
The thing about concrete is that you can mix it with water, and pour it into a space to make a foundation. Ceramics have to be kiln fired at 1300 + C for hours. It's just not practical to make a house-sized kiln when concrete is good enough.
It is very common to use ceramics as a building material in the form of bricks. As the process of making ceramics requires heating to a very high temperature, it is not practical to make it in anything larger than these small units. And not all bricks are ceramic; not surprisingly, ceramic bricks tend not to be a common building material in areas where the appropriate types of clay aren't plentiful.
The problem of ceramics being a brittle material as discussed in Wasabi's answer is also solved by using the material in small units with a much weaker material (mortar) inbetween. When the mortar is sufficiently weak compared to the bricks, the mortar will always fail before the bricks do and the structure as a whole becomes able to crack massively prior to a total failure, making it safer overall.