Nothing happens. What do you mean? You click the build button and no dialogs come up? Normally, you should see a dialogue come up with "build level", "build map entity", "update entities", and other buttons along with two sliders for calculations a >> button, and other things. If you click "okay", you'll then see another dialogue having "building fat hull" and a bunch of dots then "building narrow hull" and a bunch of dots and so on. Wait for this to say that it's completed. Once it's completed, click the okay button. Click the red exclamation point button then okay and you can then see your level. The only exception is when an error occurs during the build (warnings aren't errors).