I think the answer you're looking for is yes and no. You can build turrets in Horde mode(they're called sentry guns), but they don't do much and they get destroyed extremely easily and they cost a fortune. To survive horde you have to do the majority of the heavy lifting (like 95% of it) and your sentries can do the rest.
In my opinion, the sentries best use is as an early warning system. Meaning you can keep your back to one and blast away, and you'll know if someone is flanking you by listening if your sentry is going off.
Additionally you can also build turrets and they're pretty useful, however you have to man it and fire it and it costs money to repair and reload it between rounds.
The best answer ever.
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