There are really two meanings for "build" in the Bible. When something is being built for the first time, or built in the most typical sense, it means collecting relatively external ideas to build up a doctrinal system. In other cases, though, "build" is used in reference to something that has been destroyed. In such cases, "build" refers to removing our desires for evil so we can began a new stage of spiritual growth. In these cases "build" is often used together with "raise up," which means removing false ways of thinking in the same process.

(Reference: Arcana Coelestia 153, 1488, 4390)