What can I do about a Construction Company that has been working with loud tractors etc all night long and into the day?

The night work is probably illegal unless they are especially permitted to.   Your first step should be to lodge a complaint with the construction superintendent.  You may have a claim for nuisance.  It would help to have neighbors join in your complaint.  Calling the police when they are at work could help your case, but they probably will refuse to do more than be witnesses.  Ask for business cards from the officers.  The final act wold be to report the company to the applicable city or county Public Works Department.  Good luck..