I’m new to UE4, and i get (unbuilt objects) warring always. In addition, if i click on Build button i get Failed to connect to Swarm error sometimes the program stops working after showing the error message!
As S-ed mentioned, your firewall could be preventing Swarm Agent from opening. Take a look at our Troubleshooting Lighting Guide to get more tips and helpful steps to get your Swarm Agent to work correctly.