This is a βmistakeβ of Sublime Text. When you press Ctrl+B , it will invoke the build command with the first open folder as the working directory. Therefore, if you did not open the folder, it cannot find the assembly file (Makefile or, in your case, Gruntfile).
So, in order to build successfully, you need to put your Grunt file in a folder as a working directory, and then open the folder in Sublime Text and press Ctrl+B
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