Normally, with each level of Spirituality tech, you're able to upgrade the statue by one level and each the the statue is upgraded, your maximum Divine Energy gets increased.
Once you have fully researched Spirituality and Construction techs (Requires 80,000 and 65,000 tech points respectively), assign your villagers to fully upgrading the statue.
It will take some time for the statue to be completed.
Once the statue has been fully upgraded, your Divine Energy will be greatly increased.
After that, your villagers can polish the statue to replenish some of the Divine Energy.
This puzzle can be started at the very beginning of the game. When the statue is upgraded to level 1, the orange masked heathens guarding the firewood will move away, giving access to it which will make constructions a lot easier.