Step 1: Recall the Pugh method for choosing concepts.
A common tool for concept selection is the Pugh matrix, where each concept is compared against a datum concept using a set of customer needs.
This tool needs only relative judgments (better, worse, same), not detailed cost numbers.
Step 2: Walk through the Pugh matrix stages.
$\text{Stage 1: Set up matrix with criteria and a reference concept}$
$\text{Stage 2: Score each concept against the reference}$
$\text{Stage 3: Rank the concepts by total score}$
$\text{Stage 4: Combine strong features into an improved concept}$
These four stages cover options (A), (B) and (C) directly.
Step 3: Test option (D) against this framework.
A cost model needs known geometry, materials and processes, none of which are locked in during concept selection since a concept is still just a sketch or idea at this point.
Cost modeling belongs to embodiment or detailed design work, once one concept has already won the selection round.
Step 4: Eliminate the other three options.
Since (A), (B) and (C) each map onto a real stage of the Pugh matrix, they get ruled out as the answer.
Only (D) sits outside the concept selection stage.
Final Answer:
The step that does not belong to concept selection is building a cost model.
\[ \boxed{\text{Option (D)}} \]