The NuGet package sources are configured through Visual Studio, but they're stored in a per-user configuration file, found atc:\Users\$USER\AppData\Roaming\NuGet\NuGet.config. The entry for the TeamCity package source needs to be added to the config file of the build agent user that's running your builds.

https://stackoverflow.com/questions/14548324/how-to-add-the-custom-nuget-feed-to-teamcity-build

1. On your local machine, open the Nuget.config file for your user
2. Copy the entry for the TeamCity package source to the clipboard
3. On the build agent, open the NuGet.config file for the user that's executing your TeamCity builds
4. Paste in the TeamCity package source entry. Save & quit.
5. Run the build again. It should now be able to find the package.

EDIT:ladenedge documents a good solution that didn't exist when I originally answered this question. The solution is especially useful if you don't have admin access to the build agent or want to configure package sources on a per-project basis.