"Build files exist" means that yay already downloaded and the packages files. I think this might be the case if for example you already tried to install the package but aborted before installing it.
"Clean build" means that yay will re-download and re-build the package's files.
The numbers are examples for choosing ~~to which package apply which option~~ which package to cleanbuild. ( "1 2 3" selects packages 1 2 and 3. same goes for 1-3, but in this case you are specifying a range. ^4 means all the listed packages but no. 4). this is an example output, and in you case you can ignore it given that you only have 1 package.
I think pressing enter for the default is okay, otherwise type "A" and then enter
Uh, no. That's just me not being very clear. Where it says "1. ivpn (build files exist)", that should be a list, but you only have one package. The numbers refers to that list's elements.
I'm also going to edit my previous comment because i got something wrong.
Then i don't know why you're getting this message, but i think it's pretty harmless. Just to be sure, before installing press " A" and then enter. This way you'll be sure to install the correct files.