Correct Answer: To make imaginary schemes

Solution : The correct answer is the third option.

The idiom "Build castles in the air" means to create elaborate and unrealistic plans, dreams, or schemes that are unlikely to be realised. It implies investing time and energy into ideas that are not grounded in reality. The idiom suggests the act of constructing grand, fanciful plans that lack a practical foundation.

Therefore, the correct answer is, to make imaginary schemes.