There is no specific rule in the game to address this situation, so the correct answer is entirely dependent on your gaming group and your "house rules." Is it a more relaxed, just to have fun type of group? Or is it a highly competitive, win at all costs type of group? Or like many groups, somewhere in between?
Put another way, how does your group handle other rules? For instance, if someone builds a road and places it on the board, are they allowed to change their mind and move it (before or after any other action takes place)? If someone starts paying the costs to build something to the bank (actually placing the cards back in the supply), are they allowed to stop and recover their resources?
Is there an "expected" behavior for how the build phase is treated in your group, and did you violate that? For instance, in one group I play with, before you roll you are supposed to ask if anyone wants to build. In another group, it is expected that you declare your intent to build when the turn ends if you want the build phase.
Most importantly, does the group assess penalties for other infractions and if so, in what manner? If your group doesn't assess penalties for other infractions, then there is no reason to assess one here (limit your choices to 1-3 below).
Depending on how you answer these questions for your group, I can see a number of options, from most relaxed to most competitive:
- Stop your turn, allow the build phase to proceed with each player getting their turn to build, and then proceed with the dice you already rolled.
- Treat it as if you didn't roll, allow the build phase to proceed with each player getting their turn to build, and then proceed with your turn by rolling the dice.
- Since the roll started your turn, the build phase is over. The other player should have spoken up before you rolled and can build after your turn if they wish to do so.
- Since you rolled "out of sequence" and violated the rules (of the game/for your group), you are penalized by losing your chance to build during the build phase. Treat it as if you didn't roll, allow the build phase to proceed with the other players getting their turn to build, and then proceed with your turn by rolling the dice.
- Since you rolled "out of sequence" and violated the rules (of the game/for your group), you are penalized by losing your turn. Since the dice have already been rolled, the build phase preceding your turn has been missed. Process the effects of the dice roll, and then proceed to the build phase following your turn.
- Since you rolled "out of sequence" and violated the rules (of the game/for your group), you are penalized by being disqualified from the current game. Leave your current pieces on the board, continue to roll on your turn, but you neither draw nor play cards for the remainder of the game.