I can't really work out what that is supposed to mean. I have no idea what they mean by "CMYK build". The language they have used is a bit odd/non-standard to say the least.
Are you printing in CMYK? -This is also called "4 colour process" printing, or sometimes "full colour" printing. 4 colour process printing is the method used for most printing of full colour work (such as photographs and colourful graphics in books/newspapers/magazines).
In CMYK printing, four basic colours of ink: cyan, magenta, yellow and black are used to make almost any colour you can imagine. Each colour requires a printing plate, so in CMYK printing four plates are required. Although Pantone does have a guide book for choosing process colours, you certainly don't have to use one. You might want to choose a Pantone Process colour, if you want them to colour match it to a Pantone colour guide book. This might be important if a client needs a logo to match a specific colour.
In spot colour printing, a single solid ink is mixed - a pure ink if you like, and only 1 plate is required per colour. If you are going to print with a spot colour, then yes choose one from a PatonePantone Solid colour guide. They will use the swatch book to check the colour matches while printing.
It is also possible to print using CMYK + spot colours (solid colours). But it's usually more expensive, since it requires an additional printing plate, and either a press with 5 or more print heads, or additional passes through the press.
When preparing artwork using software such as Adobe Illustrator, or InDesign, there are Pantone Solid colours to choose from, or you can make almost any CMYK colour you can imagine. You can also choose from Pantone Process colours. Obviously the choice of colours, whether process or spot, will depend on what kind of printing you need to have done.