You somehow get all of the parts and then you put it all together! Seriously!
What exactly are you getting after? You can buy everything seperately, you can buy a barebones and add to it, you can do an upgrade to an existing machine, or you can mcguyver something together from parts you've already got.......
To a newbie builder I would recommend first deciding on the processor you want to build the system around, and then do about 2 weeks worth of good research to determine the best motherboard (I mean it, it can take that long!). Then try to order a barebones system with that motherboard/CPU configuration with the CPU & memory preinstalled. Adding cards and drives and getting the system up and running is challenge enough for your first go-round.
Slackmaster 2000