Beyond traditional binary relational facts, n-ary relational knowledge graphs (NKGs) are comprised of n-ary relational facts containing more than two entities, which are closer to real-world facts with broader applications. However, the construction of NKGs remains at a coarse-grained level, which is always in a single schema, ignoring the order and variable arity of entities. To address these restrictions, we propose Text2NKG, a novel fine-grained n-ary relation extraction framework for n-ary relational knowledge graph construction. We introduce a span-tuple classification approach with hetero-ordered merging and output merging to accomplish fine-grained n-ary relation extraction in different arity. Furthermore, Text2NKG supports four typical NKG schemas: hyper-relational schema, event-based schema, role-based schema, and hypergraph-based schema, with high flexibility and practicality.