It depends on the package. If there is a separate build process for different binary packages, then you can remove the build processes you don't want. However, in general, this is not the case. I.e. the different binary packages are the outcome of a single build process.
The build is defined in the
debian/rules file. You should look there to see how the package is built.
If you are concerned about the build speed, it may be possible to parallelize the build. Note that
debian/rules is just a Make file, and is called by
make -f debian/rules.
One other thing that can speed things up is removing the test step, which many packages support (docs):
DEB_BUILD_OPTIONS=nocheck dpkg-buildpackage <package name>