@ aitina
The name of the tool Gamebuilder might be a bit misleading. All it does is packing the resources required by your game into a VFS file (similar to a ZIP file; some files cannot be put into this VFS file tough, because Windows needs to access them and can't read from the VFS file). If you run Gamebuilder on the default RF installation you will - of course - get the same demo game but with the files placed in the VFS file instead of the different directories. In the default installation the resources are not placed in the pack file to help people understand the structure of Reality Factory. Therefore the default VFS file is only 1kb in size - it's empty.
Read this
tutorial to get started with Reality Factory.
@Zidane
If you're using RF 0.76 the Gamebuilder should work fine. If it does not and you are sure you've set up everything correctly then please post a bug report.