The Build System Feature Module provides a set of Unity Editor menu items to build your workers from your Unity Editor. These can be accessed via the SpatialOS menu item.
You can build for a specific target: Build for local and Build for cloud and then either select a specific worker type or build all workers for this target.
For example, to build for the worker type
UnityClient for a cloud deployment you would select SpatialOS > Build for cloud > UnityClient.