What's better and pays well construction or power line electrician?

Being an Electrician will pay better and likely be more secure than being a general construction worker due to the additional training and schooling required to become an Electrician. Becoming an Electrician will take some time as you will need to attend trade school and/or undergo an Apprenticeship with a Master Electrician. In the end it's well worth it though.

As a construction electrician, you will have the ability to work on building new houses and on older ones for renovations, repairs and additions. Those sound like many opportunities, but there is also a lot of competition. As a power line electrician, you will be working for the local utility or a contractor that serves that utility. You will be outside in all kinds of bad weather or even asked to work in places a long way from home. I have seen crews from Canada working in Virginia! (which were very welcome.) That will give you more security and they will have an advancement/training programs to move you along at a specified pace. Some find that restricting, Just to warn you, construction give you more options but more risk.

Construction Industry, or in Medical and become like a doctor.

other than becoming a doctor, getting involved in the construction industry is a YES