How can I quickly build adjacency matrix befor using bfs for this problem. I have TLE#6,#10,#12 for this problem. Any algorithm please!

Adjancency matrix will require 10000^2 elements. It's too many, u won't fit in memory limit.
Use adjancency list instead. For example, if you use C++, you can represent it as an array of vectors, where the vector at index i contains numbers of vertices that adjanced to the vertex with number i.
for (int i=0; i<N; i++) {
int a, b;
cin >> a >> b;
vect[a].push_back(b);
vect[b].push_back(a);
}

ok, there are vectors.
but how insert this vectors to the Deikstra algorithm?