Is there anything I can do after my lung reduction surgery to build up strength in my lungs?

Exercise. A lot of deep breathing exercises, a lot of walking, other aerobic exercise, depending on what you can tolerate ...
Yes. The importance here lies in your ability to reexpand your lungs and you should be instructed on how to do incentive spirometry. These are easy exercises that involve blowing into a simple device, the end result is your lungs will improve much faster. It may be a bit uncomfortable at first, but its worth it.