^^ That. Putting the pieces together is like building with Legos.
There's two main issues in building your own. The first is choosing the right components which can be divided into two categories, compatibility and reliability. For compatibility building apps like PC Part Picker are of great help, reliability is a bit tougher one but the better quality items usually are quite well reviewed by independent testers while the cheap ones only have user reviews on far-away (Middle-East, former Soviet satellites etc.) webshops.
The second issue is to install Windows in a way that it takes as little resources as possible, with a minimum number of unneeded crap that decide to perform an update right in the middle of a boss fight.