Which of the following was not a country the mongols conquered them to built an empire,

As there's no list of countries I will provide you all the ones that the Mongols conquered, so you can exclude which one wasn't.

Explanation:

The Mongols, under Genghis Khan, unified and quickly became a military superpower. Their military tactics proved to be very effective, but also they were constantly improving by acquiring new technologies from the people they have conquered.

Even after the death of Genghis Khan, his sons and grandsons continued the legacy and made the Mongol Empire the largest land empire the world has ever seen. The empire, including conquered areas and vassals, stretched from Korea and Manchuria to the Baltic, Poland and the Danube River.

Areas that were conquered by the Mongols were:

Abbasid Caliphate Alania Assassins Ayyubid Dynasty Cumania Jin Dynasty Qara Khitai Khwarazmia Kievan Rus Kimek Khanate Song Dyansty Dzudzurketia Tatar Confederation Volga Bulgaria Western Xia