Ya dude, here is where you learn.
But, here is a full and complete guide on how to build your own.
I dont know how good that tutorial is. I just googled "How to build a computer" and that was the first link
For the actual parts to get, just search around this forum for people who were building a computer for themselves to get an idea of what parts to get.
After completing these steps, then is you have questions, then feel free to post back here