Step 1: Build through the draft.
The NBA Draft has a bad reputation for rewarding teams for being terrible. Tanking is very popular in the NBA; losing on purpose is attractive for teams that won't be good anyway. Prospects like Zion Williamson and Victor Wembanyama make front offices covet the mere possibility of falling into the #1 pick, but tanking is far from a strategy for guaranteed success. Take, for example, teams like Detroit and Washington. Both of these teams have been stuck in the lottery for years. They stockpiled high draft picks and picked the best players available. Unfortunately, both of these teams are still terrible. Detroit just broke the NBA record for most consecutive losses, which was 28.
Successful small market teams almost exclusively find their stars in the draft, though. Take Denver or Milwaukee, for example. Nikola Jokic and Giannis Antetokoumpo are arguably the best players in the league, and both were drafted by their current team. Jokic was famously drafted 41st overall during a Taco Bell commercial (behold, the future MVP of the league). Giannis was drafted 15th overall, not even in the lottery. Utah is in a position where being a playoff team is still possible, which means they likely won't have the most valuable draft picks. Fortunately, though, history suggests that players capable of leading their team to a Finals victory don't have to be found with a top-10 pick.
The Jazz have a bunker full of draft picks by selling their best players and have selected projects with significant upside in Taylor Hendricks, Keyontae George, and Brice Sensabaugh. They have also accumulated 13 draft picks until 2030 (per ClutchPoints). If we've learned anything from failed tanking attempts, though, it's that just having draft picks doesn't guarantee you'll be picking a great player (would Anthony Bennett, Jahlil Okafor, and Marvin Bagley please stand up?). If the Jazz hope to build through their draft picks, they will still need to draft well.