I have worked in the UK ...

I have worked in the UK water industry for ~25 years (primarily in capital investment) but your question is too vague and one that will not get a complete answer.  Costs are dependent on size of plant, strength of wastewater to be treated, discharge parameters to be met, where the plant is to be sited etc.  Too many variables and something that is not just confined to the UK. 

You can ask one of the utilities (which they will be only too pleased to tell you about their capital programme), but they might say PlantX STW cost £5M, but the actually build cost may only be 2/3 of this.   The other costs are due to the cost to get it through their procurement process, planning, land purchase, PR, design, overheads etc.  Even their estimating tools that they use are pretty wide of the mark.  Time and time again I hear of companies estimating that the cost of a plant will be X but when they go to market it is Y, with Y being significantly greater than X.