Problem in Build from unity

Hi,

When I tried to build. Its not performing(Build) anything. After i closed the build

setting window if i give play means it will start building. After finishing the build it
will delete the scene contents.
If i double click the particular scene or another scene Dialog box appears
i.e: do want to save.
If i click yes. the scene contents will be available
otherwise it will delete the scene contents

How to solve this problem?

You could try saving the scene beforehand then when trying to build, if it asks if you want to save, try clicking no instead. Have you managed to successfully build before?