How to build your run?

I'm 40 hours in the game and not able yet to fill my artifact slots in a single run. What am i supposed to do? If i do a single biome it's impossibile to reach 4/5 artifacts with 20 slots available, if i want a semi BUILDED run i have to finish 3+ biomes spending an entire day playing without the possibility to put pause between them? How does it works? For a game that should be build-based is pretty non-sense. How can you "build" if you cant reach enough artifacts to choose your game-style?