Document the need for disabling BB if building without network access (#38918)
* Document the need for disabling BB if building without network access
Fix #33569
* Update doc/build/build.md
Co-authored-by: Dilum Aluthge <dilum@aluthge.com>
Co-authored-by: Keno Fischer <keno@juliacomputing.com>
Co-authored-by: Dilum Aluthge <dilum@aluthge.com>