React importing function

DateBuilder is pure javascript function, no need to export it as component. You can export it as javascript function.

const dateBuilder = (d) => {
    let months = ["January", "February", "March", "April", "May", "June", "July", "August", "September", "October", "November", "December"]
    let days = ["Sunday", "Monday", "Tuesday", "Wednesday", "Thursday", "Friday", "Saturday"];

    let day = days[d.getDay()];
    let date = d.getDate();
    let month = months[d.getMonth()];
    let year = d.getFullYear();

    return `${day} ${date} ${month} ${year}`
}

export default dateBuilder;

You can use it in the following way

import React from 'react';
import './WeatherBox.css'
import { Icons } from '../../icons';
import dateBuilder from './dateBuilder';

const WeatherBox = ({currentWeatherResult}) => {
        return (
            <div className="locationDate">
                <span>{currentWeatherResult.location}</span>
                <span>{dateBuilder(new Date())}</span>
                <span>{currentWeatherResult.temp}°C</span>
                <img src={Icons[currentWeatherResult.sky]} alt={Icons[currentWeatherResult.sky]} />   
            </div>
        )

}

export default WeatherBox;

To addition to your question, you are trying to manually format the date. There are some good packages available in js like moment to easily format date.

You can refer this or this for more info about moment.