Have you restarted RStudio? If you open up your .Rproj file with a plain text editor without restarting, you'll probably see this:
Version: 1.0
RestoreWorkspace: Default
SaveWorkspace: Default
AlwaysSaveHistory: Default
EnableCodeIndexing: Yes
UseSpacesForTab: Yes
NumSpacesForTab: 2
Encoding: UTF-8
RnwWeave: Sweave
LaTeX: XeLaTeX
AutoAppendNewline: Yes
After restarting, and ensuring that this line appears in your index.Rmd file YAML:
site: bookdown::bookdown_site
You can reopen the .Rproj file in a text editor and see the below, which activates the build pane.
Version: 1.0
RestoreWorkspace: Default
SaveWorkspace: Default
AlwaysSaveHistory: Default
EnableCodeIndexing: Yes
UseSpacesForTab: Yes
NumSpacesForTab: 2
Encoding: UTF-8
RnwWeave: Sweave
LaTeX: XeLaTeX
AutoAppendNewline: Yes
BuildType: Website # the critical bit!