Building Imported Deployables

We're working in C#, in Visual Studio. We have a fair amount of code in shared DLLs, that we use in a number of projects. When we reference a shared DLL, we do it in one of two ways - we either put a copy of the correctly-versioned DLL in a known place, and add a reference to it in our app's project file, or we put the entire project source tree in a known place and add a project reference to our app's project file. (Depending, of course, on how tightly-bound the DLL's release schedule is to the app's release schedule. If the DLL is essentially fixed, we simply put a copy of it in ~/DLLS, if it's being developed simultaneously with the app, we check out it's entire source tree into ~/externs/dllproject.)

I'm trying to replicate the latter pattern, using a simple test app and test DLL, in BuildMaster. I added the DLL project as a dependency to the app project, and created a deployment plan for the project that included "Get Latest", and "Build MSBuild Project". Then I created a new build. The checkout succeeded, and the build failed. Which doesn't surprise me, because the dependent project wasn't checked out. What did surprise me was that there was no effort made to check out the dependent project, in the logs. BuildMaster is not automatically building the dependencies.

So I've been looking for any action that might be involved in building the deployables, but I've not been able to find one.

How is this normally done?

Product: BuildMaster
Version: 4.1.7

The dependencies in BuildMaster don't quite work like, say, NuGet dependencies or something. It's more meant for sharing artifacts and the like.

But, check out the "Create Build" or "Promote Build" actions.