Artifacts only get build if you check the checkbox in project properties.
But I wouldn't use the artifacts folders as nuget sources. You would have to add the nuget folder to your nuget.config (or via Options/Nuget Package Manager...) so that nuget and dnu can pick up the packages...
So it should most likely be a shared folder or something like C:\Nuget....
If you work with a team, usually it is not very advisable to use local folders, unless all of you work with the same setup, e.g. C:\Projects... C:\Nuget... Also, everyone on the team would have to build the solutions to get the latest bits, which would be bad...
I'd rather use a myget feed for all team members, or install/use something like http://inedo.com/proget/overview.