The phrase "to build the church" means to establish or create a community of people who believe in and follow Christian beliefs and teachings. Full definition
I've heard some pretty terrible things about where the original money came from to build this church in the first place. (religion.blogs.cnn.com)
Instead of growing a large worship service, then trying to get people into small groups, why not build the church on small groups in the first place? (redeeminggod.com)