As TJR said, it's pretty easy. I've built two PC's from components I purchased on-line and saved about 50%+ over what that same PC would cost if I purchased it already assembled. Most retail PC's are loaded with overrated junk software that you don't want or need, but it's included in the price anyway.
Usually you can purchase a good quality motherboard and a compatible CPU as a package deal. Often they don't include a CPU fan so but don't skimp on the CPU fan, buy a good one. Get the biggest, baddest, fasted CPU and motherboard you can afford since hardware is outdated so fast, you want to get the longest life out of your hardware.
I also buy my Case and Power supply together as a unit and don't go any smaller than 350 watts and 450 watts is even better if you ever hope to add on other hard drives, etc.
...Rich