Colonizers need the Three Laws of Eywa. The Na'vi don't.
If you are confused: in the comics the Three Laws of Eywa are introduced as follows:
Do not set stone on stone
Do not use the turning wheel
Do not use the metals from the ground.
I really feel like the laws oversimplify civilizations, and they made them to explain why the Na'vi aren't an 'advanced civilization.' For us westerners, innovation and change are a core value of an advanced civilization. Technological advancements are considered the highest achievements. That is our history. Western history is told through 'advancements' like writing systems, the chariot, bronze, and megalithic structures. We see this as a need.
However, there are many cultures who do not see these kind of 'advancements' as a need.
(please note the quotation marks around advancements. The Na'vi are an incredibly complex society, who created incredibly and complicated things. Their advancements are not what westerns usually think of as advancements. Like vehicles or writing systems. But they are just as incredible. There are clans who WEAVE THEIR HOMES between growing tree branches. The engineering and artistry of that is insane. Gushing about that is a different rant though.)
The focus of the Na'vi, is family and clan. Their family includes their world. The Na'vi word for Pandora is Eywa'evang. Eywa's child. The giant trees some clans make their home in are called their elder brothers, and must give approval before the Na'vi make a village in them. The Metkayina village's layout is designed to empathize the connection of the clan.
Also keep in mind, the Na'vi can connect to their world and each other through tsaheylu. They can actually feel their world; when they connect to the Tree of Voices, not only can they see memories and their ancestors, but they can feel every living thing in their surroundings. That connection is incredibly intimate. They are, in many ways one with Eywa, and Pandora, as one family.
Certain technological advancements would hurt Pandora. Because the Na'vi see Pandora as their family, they do not want to take more from her than they need.
But, as with any civilization, Pandora's environment shapes how her people live.
So. Let's start with stacking stone on stone. So we don't know of many locations in Pandora, other than a thick jungle, a temperate forest, an open plain, and the reefs. Stone is generally used in places where there isn't a lot of wood. Great job to the writers for discounting every culture, alive an ancient, who created stone dwellings, and could absolutely be inspiration for a Na'vi clan. That set aside, for the environments we know of, stone is a bad building material. For one thing, you have to get to it. Quarrying stone would harm Pandora, so that isn't an option. Getting through the thick root system on the ground would be insanely challenging and harm Pandora as well. The stone we know there is access to, floats. (Na'vi clan who carved their village in the side of the floating mountains please.) It's also likely the megafauna would destroy dwellings pretty quickly. Plus, things made on the ground are easier targets for predators. For some clans, their life and resources are also in the air, so living in a tree is very handy, and keeps you safe. Wood, animal bones and skin, and natural fibers are much more suited to the needs of the Na'vi we have seen. So that brings me to the other use for stone on stone: roads. Dire horses can run along the root system in the Omatikaya forest. Ikran fly. There really isn't a need for roads, and making one at ground level doesn't really offer any protection or extra ease of travel for the Na'vi. Plus it seems like things grow fairly quickly on Pandora. Also keep in mind, stone needs upkeep. It's way easier to replace leather that has gone bad than it is to replace stone that's crumbling. Again, there may be places on Pandora where stone is a great building material. See Skara Brae and Great Zimbabwe for examples.
Don't use the metals in the ground. Welp. Mining is out of the question. So that's not gonna fly. Plus, forges take up a looot of resources. So that's that. But wait! Mining is not the only way to get metal?! What! Yea so on earth gold can be found in riverbeds because it washes down from the mountains. It's a natural part of erosion. That's why you see people in the gold rush with water sifts. So setting that on a shelf. The only metal we know exists on Pandora is unobtianium (far as I know anyway.). Extracting that from the ground is not easy, and it's also one of the reasons mountains float on Pandora. So then it comes down to how easy it is to work with the metal. All I have is speculation, but I get the feeling it's a bit difficult to work with. Kinda feel like the anti metal law is aimed at weapons. Just because metal exists, doesn't mean it's a good material for arrowheads and knives. Plus, you usually need alloys for stronger metals, and you also need a lot of metal to make a big object. Beads or rings out of pliable material? Very doable.
Alright, lastly, the wheel. The way we think of wheels are on vehicles. The Na'vi do not need vehicles. There are no locations on Pandora where something like a cart would be good for transporting material or goods. However 'wheels' aren't just on vehicles. Potters wheels, spindles for hand spinning fiber, and food grinders all use 'wheels.' So chariots aren't gonna work on Pandora, but a long bowl with a dip in the middle full of grain, with a pestle that is a wheel on a stick that is rolled back and fourth to make flour? Absolutely. Before anyone goes 'but the Na'vi don't have flour!' There is literally a word for food made from flour: tsyosyu.
Confusion. The Three Laws of Eywa are unnecessary for the Na'vi. There doesn't need to be an explanation why they don't use these things. The laws don't take Pandora's natural environment or the spiritual/physical experiences of the Na'vi. They also force things that ancient and indigenous people did and still do, to not exist on Pandora. The Na'vi do not adhere to the western view that advancements and innovation make great civilizations.