Question concerning "Rebuild"

I’m following a tutorial and get a message that “Lighting needs to be rebuilt (1 unbuilt object(s))” but when I try to do with Visual Studio 17, it doesn’t seem to let me do this. I’m not sure if I’m even describing the situation correctly, but can somebody offer a solution?

This message referencing to static lightning building (also called baking) not C++ code, if you make all lights dynamic the message should dissaper, when light is set to static each time you move it it need to be rebuild and that message tries to remind you about it