What is the build queue?
The build queue is a way to maintain a list of multiple items you want to build in a city after the current project finishes. When you open the city screen, the current build is displayed in the bottom left of the screen. By holding in Shift + clicking the mouse on other units/improvements/wonders, you can place them after what is currently being built, so you can plan ahead and not have to select a new project everytime the city completes on. To delete items you do not want from the build queue, you can simply right click on them.