This is a great way for anyone to be able to test out a new feature as it is being made. Some PR's are just experiments that can take a while to mature while other features will be more quickly merged into Gutenberg. One can get a feel for the direction things are going. Be it through the user interface or other areas.

If you do not see the “Build Gutenberg Plugin ZIP” link in the sidebar in the "Checks" page of a Pull Request (PR). Then create a comment in the Discussion page, and ask if the Build Gutenberg Plugin ZIP can be made available.