Have you followed the steps in the documentation? Documentation regarding native apps can be found here:
Do you have the Project > Navigation > Native mobile profile enabled?
Please check whether your application is deployed
1. check App Security -→ should be production
2.allowed the anonymous user
3. add a navigation profile (native mobile )
4. set the default home page for the native mobile.
then build native mobile app will display
This could be a firewall issue. Read below.
Install the native application builder