Most of the Auxiliary choices can be taken as stand-alone formations, but not all.
If you look at the back of the elder codex, you'll notice that some of the auxiliaries have "Data Sheets" that describe the formations, and their bonuses. They have a Three-Skulls-on-a-Circle icon at the top. For example, the Wraith Host and Dire Avenger Shrine are both described at the back of the book as a Formation.
In general, if an Auxiliary consists of "Take one unit of X" without any special rules attached, it's not a stand-alone formation. So you can't take a Wraith Construct Auxiliary as a Wraithknight, as a stand-alone formation. You can take them if you first take a core choice, of course. Game play wise you'd probably rather take them as the LoW for a CAD, or as part of a Wraith Host... but that's another thing.