Villa sit 13th in the Barclays Premier League on 10 points after a difficult opening to the campaign which has seen them take on five of the 'big six' sides.
Victories over Arsenal and Manchester City have been the highlights so far but Villa's home form and lack of goals is a concern to many supporters.
However, Lambert can see important steps being made in his second season at the helm following a transitional one last year which saw his side flirt dangerously with relegation.
"We're trying to build something here," he said ahead of this weekend's trip to West Ham.
"With the right overall philosophy, with an unwavering work ethic and with a bit of luck along the way, we can get something going here again, no question.
"We have faced five of the top sides already this season. That's some formidable start. We've got a good return from these games, too, and we've actually come away from matches in which we've been beaten feeling genuinely aggrieved.
"There has been progress, absolutely. It's been huge. Look at the comparison between our games against Everton. They came to our place last year and turned us over heavily. We should have done the same to them this time (a 2-0 defeat last weekend).
"The game should have been over in 20 minutes. If we had taken the chances the game would have been finished. That's the reality of it.
"We had great chances certainly to win the game. But, despite the result, it's obvious that the progress has been huge."
Villa's demanding fans have remained patient with their team throughout the difficult moments of Lambert's tenure so far and the Scot believes that underlines the progress being achieved at the club.
"I'm pleased with the team and I'm pleased with the effort the players are putting in and what they're doing in games," he added.
"They have built up a great rapport with the fans and that's not only important, it's a reflection of how our supporters have come to identify with this team in a very short space of time.
"We're only a year and a bit into building this team but our fundamental principles are already clear.
"We try to win games, we play with hunger and desire and we play with pride. As a team, we keep learning and progressing.
"I enjoy what I do, I enjoy the job. It's great. We've got a good set of lads, a great club and a great fanbase behind us."
Villa will be without striker Gabriel Agbonlahor (ankle) and left-backs Antonio Luna (hamstring) and Joe Bennett (back) for the trip to Upton Park.