Does a system need to be extended throughout the entire building? for example, three phase 4w 240 Volt, Feeder just for 3 phase load, Do you carry the neutral even if it isn't used?

It depends on how forward-thinking you want to be. You didn't give enough information for a better answer. It's cheaper to install a little extra now, than re-do the work later. What if you need to install some control circuits?

This is a code question,is there any requirement to extend the system in each feeder?

There is no requirement to install a neutral in a feeder or branch circuit that does not utilize it.

EVAD7,
What you're saying rings a bell, but I can't find it.

The neutral needs to be brought to the main disconnect if it is a 3 phase 4 wire service.