Here is the sample sentence:
"We have carried out works for private individuals and property developers as well as our own building projects."
Should there be a comma before "as well as" in this case?
In this context, "as well as" is a coordinate conjunction, combining two clauses into one sentence. A good rule of thumb here is to substitute another coordinate conjunction you're more familiar with, such as "and"; if you were to use "and" in place of this phrase (for instance, "We have carried out works for private individuals and property developers and carried out our own projects") it would not take a comma.
That said, Mustafa is also right; the second clause of the sentence can't stand alone without a verb. Throwing a verb in there as suggested should make everything okay.
It isn't clear whether you've carried out works for your own organization (what you refer to as "our own building projects") or if, in addition to the works you carried out for others you've also accomplished building projects of your own (quite different from rendering service to an internal organization).
So one of two things is what you intend to convey:
I suspect you mean the latter, (which is also what I think most people would suspect), but, again, what you actually mean is up for grabs.
If English is a second language for you, please forgive my abrupt style. The problematic language in your sentence is the clause "carried out works". Rewriting that component of the sentence may make all the difference.
May I suggest the following,