The correct option is A. By working, playing, and dreaming together, we can buid a better neighborhood.
Parallelism is a grammatical term that implies that words, phrases or clauses are arranged using the same grammatical structure. In this case, "working, playing and dreaming" are parallel because all of the verbs are used with the same grammatical structure.
In the other options, there is always one phrase that does not coincide with the rest. In B, for example, "clean up" and "having" do not structurally coincide.